SLAPPF

SLAPPF (LET)

Library Function

Compute the slash percent point function.

The standard slash distribution has the following probability density function:

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.

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.

LET A = SLAPPF(0.95)
LET X2 = SLAPPF(P1)

None

None

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.

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

Simulation

2004/1

TITLE SLASH PERCENT POINT FUNCTION
PLOT SLAPPF(P)  FOR P = 0.01 0.01 0.99