GEPCHAZ
Name:
Type:
Purpose:
Compute the generalized Pareto cumulative hazard function with
shape parameter GAMMA.
Description:
The generalized Pareto distribution for the maximum order statistic
has the following cumulative hazard function:
where gamma is the shape parameter and GEPCDF is the cumulative
distribution function of the generalized Pareto distribution.
If gamma is negative, the cumulative hazard function is:
Syntax:
LET <y> = GEPCHAZ(<x>,GAMMA)
<SUBSET/EXCEPT/FOR qualification>
where <x> is a variable, number, or parameter;
<y> is a variable or a parameter (depending on what
<x> is) where the computed generalized Pareto
cumulative hazard value is stored;
<GAMMA> is a positive number or parameter that
specifies the shape parameter;
and where the <SUBSET/EXCEPT/FOR qualification> is optional.
Examples:
LET A = GEPCHAZ(3,2)
LET A = GEPCHAZ(A1,4)
Note:
The SET MINMAX command is used to specify whether the minimum order
statistic or the maximumorder statistic form is used. Specifically,
SET MINMAX 1 specifies the minimum order statistic while SET MINMAX
2 specifies the maximum order statistic. Currently, only the
maximum order statistic form is supported, so it is not
necessary to specify the SET MINMAX command.
Default:
Synonyms:
Related Commands:
GEPCDF

= Compute the generalized Pareto cumulative distribution
function.

GEPPDF

= Compute the generalized Pareto probability density
function.

GEPPPF

= Compute the generalized Pareto percent point function.

GEPHAZ

= Compute the generalized Pareto hazard function.

CHSPDF

= Compute the chisquare probability density function.

NORPDF

= Compute the normal probability density function.

WEIPDF

= Compute the Weibull probability density function.

EV1PDF

= Compute the Gumbel (EV1) probability density function.

EV2PDF

= Compute the Gumbel (EV1) probability density function.

Reference:
"Continuous Univariate Distributions: Volume 1", 2nd. Ed.,
Johnson, Kotz, and Balakrishnan, John Wiley, 1994.
Applications:
Reliability, Extreme Value Analysis
Implementation Date:
Program:
MULTIPLOT 2 2
MULTIPLOT CORNER COORDINATES 5 5 95 95
TITLE CASE ASIS
TITLE Generalized Pareto Cumulative Hazard (Gamma = 1)
PLOT GEPCHAZ(X,1) FOR X = 0.01 0.01 5
TITLE Generalized Pareto Cumulative Hazard (Gamma = 2)
PLOT GEPCHAZ(X,2) FOR X = 0.01 0.01 5
TITLE Generalized Pareto Cumulative Hazard (Gamma = 5)
PLOT GEPCHAZ(X,5) FOR X = 0.01 0.01 5
TITLE Generalized Pareto Cumulative Hazard (Gamma = 0.5)
PLOT GEPCHAZ(X,0.5) FOR X = 0.01 0.01 5
END OF MULTIPLOT
Date created: 10/9/2001
Last updated: 4/4/2003
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alan.heckert@nist.gov.
