SLAPDF

SLAPDF (LET)

Library Function

Compute the slash probability density function.

The slash distribution has the following probability density function:

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

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.

LET <y> = SLAPDF(<x>)             <SUBSET/EXCEPT/FOR qualification>
where <x> is a variable, a number, or a parameter;
            <y> is a variable or a parameter (depending on what <x> is) where the computed slash pdf value is stored;
and where the <SUBSET/EXCEPT/FOR qualification> is optional.

LET A = SLAPDF(3)
LET X2 = SLAPDF(X1)

You can generate random numbers from a slash distribution with the following command:
LET Y = SLASH RANDOM NUMBERS FOR I = 1 1 N

None

None

SLACDF	= Compute the slash cumulative distribution function.
SLAPPF	= Compute the slash percent point 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.

"Continuous Univariate Distributions: Volume 1", 2nd. Ed., Johnson, Kotz, and Balakrishnan, John Wiley, 1994, (page 63).

Simulation

2003/3

 
TITLE SLASH PDF
PLOT SLAPDF(X)  FOR X = -10 0.01 10