
NORMXPPFName:
where is a normal probability density function with mean and standard deviation , is a real number between 0 and 1 that defines the mixing proportions, and x is a real number. The percent point function is the inverse of the cumulative distribution function. That is, given a probability value, it returns the corresponding x value. The percent point function for the mixture of two normal distributions is computed numerically.
<SUBSET/EXCEPT/FOR qualification> where <p> is a number, parameter, or variable containing probability values between 0 and 1; <u1> is a number, parameter, or variable; <sd1> is a number, parameter, or variable; <u2> is a number, parameter, or variable; <sd2> is a number, parameter, or variable; <pmix> is a number, parameter, or variable in the range 0 to 1; <y2> is a variable or a parameter (depending on what <p> is) where the computed normal mixture ppf value is stored; and where the <SUBSET/EXCEPT/FOR qualification> is optional.
LET A = NORMXPPF(0.90,U1,SD1,U2,SD2,P) LET Y = NORMXPPF(P,U1,SD1,U2,SD2,PMIX)
LET SD1 = <value> LET U2 = <value> LET SD2 = <value> LET P = <value> NORMAL MIXTURE PROBABILITY PLOT Y You can generate random numbers from a normal mixture distribution as follows:
LET SD1 = <value> LET U2 = <value> LET SD2 = <value> LET P = <value> LET Y = NORMAL MIXTURE RANDOM NUMBERS FOR I = 1 1 1000
MULTIPLOT CORNER COORDINATES 5 5 95 95 YLIMITS 5 15 XLIMITS 0 1 MAJOR XTIC MARK NUMBER 6 MINOR XTIC MARK NUMBER 1 LET U1 = 0 LET SD1 = 1 LET U2 = 5 LET SD2 = 3 TITLE P = 0.2 PLOT NORMXPPF(P,U1,SD1,U2,SD2,0.2) FOR P = 0.01 0.01 0.99 TITLE P = 0.4 PLOT NORMXPPF(P,U1,SD1,U2,SD2,0.4) FOR P = 0.01 0.01 0.99 TITLE P = 0.6 PLOT NORMXPPF(P,U1,SD1,U2,SD2,0.6) FOR P = 0.01 0.01 0.99 TITLE P = 0.8 PLOT NORMXPPF(P,U1,SD1,U2,SD2,0.8) FOR P = 0.01 0.01 0.99 END OF MULTIPLOT
Date created: 6/5/2001 