Dataplot Vol 2 Vol 1

# GEPHAZ

Name:
GEPHAZ (LET)
Type:
Library Function
Purpose:
Compute the generalized Pareto hazard function with shape parameter .
Description:
The generalized Pareto distribution for the maximum order statistic has the following hazard function for non-negative :

The generalized Pareto distribution for the maximum order statistic has the following hazard function for negative :

Syntax:
LET <y> = GEPHAZ(<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 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 = GEPHAZ(3,2)
LET A = GEPHAZ(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:
None
Synonyms:
None
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. GEPCHAZ = Compute the generalized Pareto cumulative hazard function. CHSPDF = Compute the chi-square 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:
1998/4
Program:
```    MULTIPLOT 2 2
MULTIPLOT CORNER COORDINATES 5 5 95 95
TITLE CASE ASIS
TITLE Generalized Pareto Hazard Function (Gamma = 1)
PLOT GEPHAZ(X,1) FOR X = 0.01 0.01 5
TITLE Generalized Pareto Hazard Function (Gamma = 2)
PLOT GEPHAZ(X,2) FOR X = 0.01 0.01 5
TITLE Generalized Pareto Hazard Function (Gamma = 5)
PLOT GEPHAZ(X,5) FOR X = 0.01 0.01 5
TITLE Generalized Pareto Hazard Function (Gamma = 0.5)
PLOT GEPHAZ(X,0.5) FOR X = 0.01 0.01 5
END OF MULTIPLOT
```

Date created: 10/9/2001
Last updated: 4/4/2003