where is the complete gamma function and is the incomplete gamma function.
The percent point function is the inverse of the cumulative distribution function. The cumulative distribution sums the probability from 0 to the given x value (i.e., the integral of the above function). The percent point function takes a cumulative probability value and computes the corresponding x value.
The inverted gamma is the special case where the second shape parameter, c, is equal to -1.
where <p> is a number, parameter, or a variable in the range 0 to 1;
<y> is a variable or a parameter (depending on what <p> is) where the computed inverted gamma ppf value is saved;
<k> is a positive number, parameter, or variable that specifies the first shape parameter;
<loc> is a number, parameter, or variable that defines the location parameter;
<scale> is a number, parameter, or variable that defines the scale parameter;
and where the <SUBSET/EXCEPT/FOR qualification> is optional.
The location and scale parameters are optional.
LET Y = IGAPPF(X,1.5)
LET Y = IGAPPF(X,1.5,10,2)
PLOT IGAPPF(P,1.5,10,2) FOR P = 0.01 0.01 0.99
"Statistical Distributions", 2nd. Edition, Evans, Hastings, and Peacock, Wiley and Sons, 1993 (chapter 18).
MULTIPLOT 2 2
MULTIPLOT CORNER COORDINATES 0 0 100 100
LOOP FOR K = 1 1 4
LET G1 = G(K)
X1LABEL GAMMA = ^G1
PLOT IGAPPF(P,G1) FOR P = 0.05 0.01 0.95
END OF LOOP
END OF MULTIPLOT
Date created: 6/5/2001