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Dataplot Vol 2 Vol 1

IBPDF

Name:
    IBPDF (LET)
Type:
    Library Function
Purpose:
    Compute the inverted beta probability density function. This is also referred to a beta distribution of the second kind or a beta prime distribution.
Description:
    The inverted beta distribution has the following probability density function:

      f(x,alpha,beta) = x**(alpha-1)/
[B(alpha,beta)*(1+x)**(alpha+beta)]   
x, alpha, beta > 0

    with B denoting the beta function (HELP BETA for details).

Syntax:
    LET <y> = IBPDF(<x>,<alpha>,<beta>)
                            <SUBSET/EXCEPT/FOR qualification>
    where <x> is a variable, a number, or a parameter;
                <alpha> is a number or parameter specifying the first shape parameter;
                <beta> is a number or parameter specifying the second shape parameter;
                <y> is a variable or a parameter (depending on what <x> is) where the computed inverted beta pdf value is stored;
    and where the <SUBSET/EXCEPT/FOR qualification> is optional.
Examples:
    LET A = IBPDF(3,2,1.5)
    LET X2 = IBPDF(X1,A,B)
    PLOT IBPDF(X,0.5,2) FOR X = 0.01 0.01 10
Note:
    Currently the cumulative distribution function and percent point function are not implemented in Dataplot. We plan to add these at a later date.

    You can generate random numbers from an inverted beta distribution with the following command:

      LET ALPHA = <value>
      LET BETA = <value>
      LET Y = INVERTED BETA RANDOM NUMBERS FOR I = 1 1 N
Default:
    None
Synonyms:
    None
Related Commands:
    IBCDF = Compute the inverted beta cumulative distribution function.
    IBPPF = Compute the inverted beta percent point function.
    NORPDF = Compute the normal probability density function.
    LOGPDF = Compute the logistic probability density function.
    CAUPDF = Compute the Cauchy probability density function.
    RANDOM NUMBERS = Generate random numbers from 60+ univariate distributions.
Reference:
    "Continuous Univariate Distributions, Volume 2", Second Edition, Johnson, Kotz, and Balakrishnan, Wiley, 1994, p. 248.

    "Statistical Distributions", Third Edition, Evans, Hastings, and Peacock, Wiley, 2000.

Applications:
    Distributional Modeling
Implementation Date:
    2003/5
Program:
     
    LET ALPHA = DATA 0.5 0.5 0.5 1 1 1 2 2 2
    LET BETA = DATA 0.5 1 2 0.5 1 2 0.5 1 2
    .
    MULTIPLOT 3 3
    MULTIPLOT CORNER COORDINATES 0 0 100 100
    MULTIPLOT SCALE FACTOR 3
    LOOP FOR K = 1 1 9
        LET A1 = ALPHA(K)
        LET B1 = BETA(K)
        TITLE ALPHA = ^A1, BETA = ^B1
        PLOT IBPDF(X,A1,B1)  FOR X = 0.01  0.01 10
    END OF LOOP
        
    plot generated by sample program

Date created: 2/3/2004
Last updated: 2/3/2004
Please email comments on this WWW page to alan.heckert@nist.gov.