|
B11PPFName:
with r denoting the shape parameter. The percent point function is computed by numerically inverting the cumulative distribution function. This distribution can be extended with lower and upper bound parameters. If a and b denote the lower and upper bounds, respectively, then the location and scale parameters are:
scale = b - a The general form of the distribution can then be found by using the relation
<SUBSET/EXCEPT/FOR qualification> where <p> is a number, parameter, or variable in the interval (0,1); <y> is a variable or a parameter (depending on what <p> is) where the computed Burr type 11 ppf value is stored; <r> is a positive number, parameter, or variable that specifies the shape parameter; <loc> is a number, parameter, or variable that specifies the location parameter; <scale> is a positive number, parameter, or variable that specifies the scale parameter; and where the <SUBSET/EXCEPT/FOR qualification> is optional. If <loc> and <scale> are omitted, they default to 0 and 1, respectively.
LET Y = B11PPF(P,0.5,0,5) PLOT B11PPF(X,2,0,3) FOR X = 0.01 0.01 0.99
Johnson, Kotz, and Balakrishnan (1994), "Contiunuous Univariate Distributions--Volume 1", Second Edition, Wiley, pp. 53-54. Devroye (1986), "Non-Uniform Random Variate Generation", Springer-Verlang, pp. 476-477.
LABEL CASE ASIS TITLE CASE ASIS TITLE OFFSET 2 . MULTIPLOT 2 2 MULTIPLOT CORNER COORDINATES 0 0 100 95 MULTIPLOT SCALE FACTOR 2 . LET R = 0.5 TITLE R = ^r PLOT B11PPF(P,R) FOR X = 0.01 0.01 0.99 . LET R = 1 TITLE R = ^r PLOT B11PPF(P,R) FOR X = 0.01 0.01 0.99 . LET R = 2 TITLE R = ^r PLOT B11PPF(P,R) FOR X = 0.01 0.01 0.99 . LET R = 5 TITLE R = ^r PLOT B11PPF(P,R) FOR X = 0.01 0.01 0.99 . END OF MULTIPLOT . JUSTIFICATION CENTER MOVE 50 97 TEXT Burr Type 11 Percent Point Functions
Date created: 11/27/2007 |