with 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.
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.
LET X2 = SLAPPF(P1)
TITLE SLASH PERCENT POINT FUNCTION PLOT SLAPPF(P) FOR P = 0.01 0.01 0.99
Date created: 2/3/2004