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SDEPPFName:
To compute the percent point function, Dataplot computes the cumulative distribution function for X = 0. If this value is PCUT and p is the input probability value, then
If p is greater than PCUT, then Dataplot computes the percent point function by numerically inverting the cumulative distribution function. For = 0, the skew double exponential reduces to the double exponential distribution. As goes to infinity, the skew double exponential tends to the exponential distribution. The standard skew double exponential distribution can be generalized with a location parameter, , and a scale parameter . Simply replace x with
in the above formula for the probability density function. The skew double exponential distribution is also known as the skew Laplace distribution.
<SUBSET/EXCEPT/FOR qualification> where <p> is a variable, a number or a parameter in the interval (0,1); <lambda> is a number of parameter that specifies the value of the shape parameter; <loc> is an optional number or parameter that specifies the value of the location parameter; <scale> is an optional positive number or parameter that specifies the value of the scale parameter; <y> is a variable or a parameter (depending on what <x> is) where the computed skew double exponential ppf value is stored; and where the <SUBSET/EXCEPT/FOR qualification> is optional.
LET X = SDEPPF(P1,LAMBDA) PLOT SDEPPF(P,LAMBDA) FOR P = 0.01 0.01 0.99
"A Class of Distributions Which Includes the Normal Ones", Azzalini, Scandinavian Journal of Statistics, 12, 171-178.
X1LABEL Probability Y1LABEL X LABEL CASE ASIS TITLE CASE ASIS CASE ASIS X1LABEL DISPLACEMENT 12 MULTIPLOT 2 2 MULTIPLOT CORNER COORDINATES 0 0 100 95 MULTIPLOT SCALE FACTOR 2 TITLE Lambda = 0 PLOT SDEPPF(P,0) FOR P = 0.01 0.01 0.99 TITLE Lambda = 1 PLOT SDEPPF(P,1) FOR P = 0.01 0.01 0.99 TITLE Lambda = 5 PLOT SDEPPF(P,5) FOR P = 0.01 0.01 0.99 TITLE Lambda = 10 PLOT SDEPPF(P,10) FOR P = 0.01 0.01 0.99 END OF MULTIPLOT MOVE 50 97 JUSTIFICATION CENTER TEXT Skew Double Exponential Distribution
Date created: 7/7/2004 |