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Dataplot Vol 2 Vol 1

SLAPPF

Name:
    SLAPPF (LET)
Type:
    Library Function
Purpose:
    Compute the slash percent point function.
Description:
    The standard slash distribution has the following probability density function:

      f(x) = (NORPDF(0) - NORPDF(X))/(X**2)      X <> 0,
 = 0.5*NORPDF(0)   X = 0

    with NORPDF denoting the probability density function of the standard normal distribution.

    The slash cumulative distribution function is computed by numerically integrating the slash probability density function. The slash percent point function is computed by numerically inverting the slash cumulative distribution function.

    The most common use of the slash distribution is in simulation studies. It is a useful distribution in this context because it has heavier tails than a normal distribution, but it is not as pathological as the Cauchy distribution.

Syntax:
    LET <y> = SLAPPF(<p>)             <SUBSET/EXCEPT/FOR qualification>
    where <p> is a variable, a number, or a parameter in the range [0,1];
                <y> is a variable or a parameter (depending on what <p> is) where the computed slash ppf value is stored;
    and where the <SUBSET/EXCEPT/FOR qualification> is optional.
Examples:
    LET A = SLAPPF(0.95)
    LET X2 = SLAPPF(P1)
Default:
    None
Synonyms:
    None
Related Commands:
    SLACDF = Compute the slash cumulative distribution function.
    SLAPDF = Compute the slash probability density 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 1", 2nd. Ed., Johnson, Kotz, and Balakrishnan, John Wiley, 1994, (page 63).
Applications:
    Simulation
Implementation Date:
    2004/1
Program:
    TITLE SLASH PERCENT POINT FUNCTION
    PLOT SLAPPF(P)  FOR P = 0.01 0.01 0.99
        
    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.