Dataplot Vol 2 Vol 1

# TSPCDF

Name:
TSPCDF (LET)
Type:
Library Function
Purpose:
Compute the two-sided power cumulative distribution function with shape parameters and N.
Description:
The two-sided power distribution has the following cumulative distribution function:

with 0 1 and N > 0.

Syntax:
LET <y2> = TSPCDF(<y1>,<theta>,<n>)             <SUBSET/EXCEPT/FOR qualification>
where <y1> is a number, parameter, or variable containing values in the interval (0, 1);
<y2> is a variable or a parameter (depending on what <y1> is) where the computed two-sided power cdf value is stored;
<theta> is a number, parameter, or variable in the interval (0, 1) that specifies the first shape parameter;
<n> is a positive number, parameter, or variable that specifies the second shape parameter;
and where the <SUBSET/EXCEPT/FOR qualification> is optional.
Examples:
LET A = TSPCDF(0.3,0.2,1.2)
LET A = TSPCDF(A1,0.5,2)
LET X2 = TSPCDF(X1,0.8,0.5)
Default:
None
Synonyms:
None
Related Commands:
 TSPPDF = Compute the two-sided power probability density function. TSPPPF = Compute the two-sided power percent point function. POWPDF = Compute the power probability density function. BETPDF = Compute the Beta probability density function. JSBPDF = Compute the Johnson SB probability density function. NORPDF = Compute the normal probability density function.
Reference:
"The Standard Two-Sided Power Distribution and its Properties with Applications in Financial Engineering", J. Rene Van Dorp and Samuel Kotz, American Statistician, Volume 56, Number 2, May, 2002.
Applications:
Distributional modeling
Implementation Date:
2002/5
Program:
```MULTIPLOT 2 2
MULTIPLOT CORNER COORDINATES 0 0 100 100
TITLE AUTOMATIC
LET THETA = 0.5
LET N = 4
X1LABEL THETA = ^THETA, N = ^N
PLOT TSPCDF(X,THETA,N) FOR X = 0.01 0.01 0.99
LET THETA = 0.25
LET N = 2
X1LABEL THETA = ^THETA, N = ^N
PLOT TSPCDF(X,THETA,N) FOR X = 0.01 0.01 0.99
LET THETA = 0.75
LET N = 1.5
X1LABEL THETA = ^THETA, N = ^N
PLOT TSPCDF(X,THETA,N) FOR X = 0.01 0.01 0.99
LET THETA = 0.75
LET N = 0.5
X1LABEL THETA = ^THETA, N = ^N
PLOT TSPCDF(X,THETA,N) FOR X = 0.01 0.01 0.99
END OF MULTIPLOT
```

Date created: 5/16/2002
Last updated: 4/4/2003