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ADEPPFName:
with denoting the shape parameter. The standard asymmetric double exponential distribution can be generalized with a location parameter, , and a scale parameter . Simply replace x with
in the above formula. If = 1 and the scale parameter = , the asymmetric double exponential distribution reduces to the symmetric double exponential distribution. The asymmetric double exponential distribution is also known as the asymmetric Laplace distribution.
<SUBSET/EXCEPT/FOR qualification> where <p> is a variable, number or a parameter in the range (0,1); <k> is a positive number of parameter that specifies the value of the shape parameter; <loc> is an optional number or parameter that specifies the value of the location parameter; <scale> is an optional positive number or parameter that specifies the value of the scale parameter; <y> is a variable or a parameter (depending on what <x> is) where the computed asymmetric double exponential ppf value is stored; and where the <SUBSET/EXCEPT/FOR qualification> is optional.
LET Y = ADEPPF(P1,K) PLOT ADEPPF(P,K) FOR L = 0.01 0.01 0.99
The parameter can be any real number. A value of = 0 reduces to the symmetric double exponential (i.e., = 1). By default, Dataplot uses the parameterization. To use the parameterization, enter the command
To reset the parameterization, enter the command
"A Class of Distributions Which Includes the Normal Ones", Azzalini, Scandinavian Journal of Statistics, 12, 171-178.
X1LABEL Probability Y1LABEL X LABEL CASE ASIS TITLE CASE ASIS X1LABEL DISPLACEMENT 10 CASE ASIS MULTIPLOT 2 2 MULTIPLOT CORNER COORDINATES 0 0 100 95 MULTIPLOT SCALE FACTOR 2 TITLE Kappa = 0.5 PLOT ADEPPF(P,0.5) FOR P = 0.01 0.01 0.99 TITLE Kappa = 1 PLOT ADEPPF(P,1) FOR P = 0.01 0.01 0.99 TITLE Kappa = 2 PLOT ADEPPF(P,2) FOR P = 0.01 0.01 0.99 TITLE Kappa = 5 PLOT ADEPPF(P,5) FOR P = 0.01 0.01 0.99 END OF MULTIPLOT MOVE 50 97 JUSTIFICATIONC CENTER TEXT Asymmetric Double Exponential Distribution
Date created: 7/7/2004 |