
FTCDFName:
The folded t cumulative distribution function is computed using the t cumulative distribution as follows:
with tcdf denoting the t cumulative distribution function and denoting the shape parameter. The folded t distribution provides an alternative to the halfnormal or halfCauchy in distributional modeling applications. A folded t with 1 degree of freedom is equivalent to a halfCauchy and the folded t approximates the halfnormal as the degrees of freedom gets large (in practice, the approximation is quite good for degrees of freedom > 30). Thus the folded t allows you to model with tails that can vary from halfnormal to halfCauchy in behavior.
where <x> is a variable or a parameter; <y> is a variable or a parameter (depending on what <x> is) where the computed folded t cdf value is stored; <nu> is a positive number or parameter that specifies the degrees of freedom; and where the <SUBSET/EXCEPT/FOR qualification> is optional.
LET Y2 = FTCDF(X1,10) LET Y = FTCDF(X,10) SUBSET X > 2 PLOT FTCDF(X,3) FOR X = 0.01 0.01 10
MULTIPLOT CORNER COORDINATES 0 0 100 100 MULTIPLOT SCALE FACTOR MULTIPLOT 2 2 TITLE AUTOMATIC PLOT FTCDF(X,1) FOR X = 0 0.01 10 PLOT FTCDF(X,5) FOR X = 0 0.01 10 PLOT FTCDF(X,10) FOR X = 0 0.01 10 PLOT FTCDF(X,30) FOR X = 0 0.01 10 END OF MULTIPLOT
Date created: 2/3/2004 