Dataplot Vol 2 Vol 1

# PA2PPF

Name:
PA2PPF (LET)
Type:
Library Function
Purpose:
Compute the Pareto percent point function of the second kind with shape parameters and a.
Description:
The standard form of the Pareto percent point function of the second kind is:

with and a. denoting the shape parameters. The a parameter is optional and has a default value of 1.

The Pareto distribution of the second kind is sometimes referred to as the Lomax distribution.

Syntax:
LET <y> = PA2PPF(<p>,<gamma>,<a>,<loc>,<scale>)
<SUBSET/EXCEPT/FOR qualification>
where <p> is a variable, a number, or a parameter in the interval (0,1);
<gamma> is a number or parameter that specifies the tail length shape parameter;
<a> is a number or parameter that specifies the optional lower bound shape parameter;
<loc> is a number or parameter that specifies the optional location parameter;
<scale> is a number or parameter that specifies the optional scale parameter;
<y> is a variable or a parameter (depending on what <p> is) where the computed Pareto ppf value is saved;
and where the <SUBSET/EXCEPT/FOR qualification> is optional.

The a, loc, and scale parameters are all optional.

Examples:
LET A = PA2PPF(0.95,1.5)
LET X2 = PA2PPF(X1,GAMMA)
LET X2 = PA2PPF(X1,GAMMA,A)
PLOT PA2PPF(X,GAMMA,A) FOR P = 0.01 0.01 0.99
Note:
The Pareto percent point of the second kind can be extended with location and scale parameters by using the relationship

Note:
Johnson, Kotz, and Balakrishnan (see Reference section below) define Pareto distributions of the first, second, third, and fourth kinds. Dataplot supports Pareto distributions of the first and second kinds.
Default:
None
Synonyms:
None
Related Commands:
 PA2CDF = Compute the Pareto second kind cumulative distribution function. PA2PDF = Compute the Pareto second kind probability density function. PARPDF = Compute the Pareto probability density function. GEPPDF = Compute the generalized Pareto probability density function. EV1PDF = Compute the extreme value type I probability density function. WEIPDF = Compute the Weibull probability density function. NORPDF = Compute the normal probability density function. LGNPDF = Compute the lognormal probability density function. EXPPDF = Compute the exponential probability density function.
Reference:
"Continuous Univariate Distributions: Volume 1", 2nd. Ed., Johnson, Kotz, and Balakrishnan, John Wiley, 1994, (chapter 20).
Applications:
Distributional Modeling, Income Distributions
Implementation Date:
1995/10
Program:

MULTIPLOT 2 2
MULTIPLOT CORNER COORDINATES 0 0 100 95
MULTIPLOT SCALE FACTOR 2
.
CASE ASIS
TITLE CASE ASIS
LABEL CASE ASIS
TITLE DISPLACEMENT 2
Y1LABEL DISPLACEMENT 15
X1LABEL DISPLACEMENT 12
X1LABEL Probability
Y1LABEL X
.
LET A = 1
TITLE Gamma = 0.5
PLOT PA2PPF(P,0.1,A) FOR P = 0.01  0.01  0.99
TITLE Gamma = 1
PLOT PA2PPF(P,1,A) FOR P = 0.01  0.01  0.99
TITLE Gamma = 2
PLOT PA2PPF(P,2,A) FOR P = 0.01  0.01  0.99
TITLE Gamma = 5
PLOT PA2PPF(P,5,A) FOR P = 0.01  0.01  0.99
END OF MULTIPLOT
.
MOVE 50 97
JUSTIFICATION CENTER
TEXT Pareto Second Kind PPF Functions

Date created: 8/23/2006
Last updated: 8/23/2006