SED navigation bar go to SED home page go to Dataplot home page go to NIST home page SED Home Page SED Staff SED Projects SED Products and Publications Search SED Pages
Dataplot Vol 2 Vol 1

MIECDF

Name:
    MIECDF (LET)
Type:
    Library Function
Purpose:
    Compute the Mielke's beta-kappa cumulative distribution function with shape parameters k and theta.
Description:
    The standard form of Mielke's beta-kappa distribution has the following cumulative distribution function:

      F(x;k,theta) = {x**theta/(1 + x**theta)}**(k/theta) x > 0; k, theta > 0

    The Mielke's beta-kappa distribution can be generalized with location and scale parameters (u and beta, respectively) using the formula

      F(x;k,theta,loc,scale) = F((x-u)/beta;k,theta,0,1)
    Syntax:
      LET <y> = MIECDF(<x>,<k>,<theta>,<u>,<beta>)
                              <SUBSET/EXCEPT/FOR qualification>
      where <x> is a number, parameter, or variable;
                  <k> is a number, parameter, or variable that specifies the first shape parameter;
                  <theta> is a number, parameter, or variable that specifies the second shape parameter;
                  <u> is a number, parameter, or variable that specifies the location parameter;
                  <beta> is a number, parameter, or variable that specifies the scale parameter;
                  <y> is a variable or a parameter (depending on what <x> is) where the computed Mielke's beta-kappa cdf value is stored;
      and where the <SUBSET/EXCEPT/FOR qualification> is optional.

      The <u> and <beta> parameters are optional.

    Examples:
      LET A = MIECDF(3,0.5,2,0,1.5)
      LET X2 = MIECDF(X1,K,THETA)
    Default:
      None
    Synonyms:
      None
    Related Commands:
      MIEPDF = Compute Miekle's beta-kappa probability density function.
      MIEPPF = Compute Miekle's beta-kappa percent point function.
      KAPPDF = Compute the Kappa probability density function.
      BETPDF = Compute the beta probability density function.
      FPDF = Compute the F probability density function.
      GAMPDF = Compute the gamma probability density function.
      NCBPDF = Compute the non-central beta probability density function.
      NORPDF = Compute the normal probability density function.
    Reference:
      Hosking and Wallis (1997), "Regional Frequency Analysis", Cambridge University Press, Appendix A10.

      Johnson, Kotz, and Balakrishnan (1994), "Continuous Univariate Distributions: Volume 2", 2nd. Ed., John Wiley and Sons, p. 351.

    Applications:
      Distributional Modeling
    Implementation Date:
      1996/1: Original implementation as KAPCDF
      2008/5: Renamed as MIECDF (KAPPDF now refers to regular Kappa distribution)
      2008/5: Beta parameter now properly treated as a scale parameter (was previously treated as a shape parameter)
    Program:
       
      LET KP = DATA 0.5  1  1.5  2.0
      LET T1 = 0.5
      LET T2 = 1
      LET T3 = 1.5
      LET T4 = 2
      .
      MULTIPLOT 2 2
      MULTIPLOT CORNER COORDINATES 0 0 95 95
      MULTIPLOT SCALE FACTOR 2
      TITLE CASE ASIS
      TITLE OFFSET 2
      X3LABEL
      LINE COLOR BLACK BLUE RED GREEN
      .
      LOOP FOR LL = 1 1 4
         LET K = KP(LL)
         TITLE K = ^K, Theta = 0.5, 1, 1.5, 2
         PLOT MIECDF(X,K,T1) FOR X = 0.01  0.01  5  AND
         PLOT MIECDF(X,K,T2) FOR X = 0.01  0.01  5  AND
         PLOT MIECDF(X,K,T3) FOR X = 0.01  0.01  5  AND
         PLOT MIECDF(X,K,T4) FOR X = 0.01  0.01  5
      END OF LOOP
      END OF MULTIPLOT
      .
      JUSTIFICATION CENTER
      MOVE 50 97
      TEXT Mielke's Beta-Kappa CDF Functions
          
      plot generated by sample program

    Date created: 1/26/2009
    Last updated: 1/26/2009
    Please email comments on this WWW page to alan.heckert@nist.gov.