
POWER LAW RANDOM NUMBERSName:
The nonhomogeneous Poisson process power law model is:
where M_{t} is the expected number of failures at time t. The random failure times are generated from the formula for the interarrival times (i.e., the CDF for the waiting time for the next failure given a failure at time T):
where <start> is the starting row for the random numbers; <inc> is the increment for the random numbers; <stop> is the stopping row for the random numbers; and where <y> is a variable where the power law random numbers are saved.
Typically The alpha and beta parameters are specified with LET commands before entering the POWER LAW RANDOM NUMBERS command as demonstrated in the examples below.
LET BETA = 3 LET Y = POWER LAW RANDOM NUMBERS FOR I = 1 1 100
LET ALPHA = 1
LET ALPHA = 1
LET BETA = 3 LET Y = POWER LAW RANDOM NUMBERS FOR I = 1 1 100 X1LABEL ALPHA = ^ALPHA, BETA = ^BETA TITLE AUTOMATIC DUANE PLOT Y
Date created: 6/5/2001 