ADECDF
Name:
Type:
Purpose:
Compute the asymmetric double exponential cumulative
distribution function.
Description:
The asymmetric double exponential distribution has the following
cumulative distribution function:
with
denoting the shape parameter.
The standard asymmetric double exponential distribution can be
generalized with a location parameter,
, and a
scale parameter
.
Simply replace x with
in the above formula.
If = 1 and
the scale parameter =
, the
asymmetric double exponential distribution reduces to the
symmetric double exponential distribution.
The asymmetric double exponential distribution is also known as
the asymmetric Laplace distribution.
Syntax:
LET <y> = ADECDF(<x>,<k>,<loc>,<scale>)
<SUBSET/EXCEPT/FOR qualification>
where <x> is a variable or a parameter;
<k> is a positive 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 asymmetric double
exponential cdf value is stored;
and where the <SUBSET/EXCEPT/FOR qualification> is optional.
Examples:
LET Y = ADECDF(3,1)
LET Y = ADECDF(X1,K)
PLOT ADECDF(X,K) FOR X = -5 0.01 5
Note:
Kotz, Kozubowski, and Podgorski define an alternate
parameterization based on the parameter
. These
parameterizations are related by:
The
parameter can be any real number. A value of
= 0 reduces to
the symmetric double exponential (i.e.,
= 1).
By default, Dataplot uses the
parameterization. To use the
parameterization, enter the command
SET ASYMMETRIC DOUBLE EXPONENTIAL DEFINITION MU
To reset the
parameterization, enter the command
SET ASYMMETRIC DOUBLE EXPONENTIAL DEFINITION K
Default:
Synonyms:
Related Commands:
ADEPDF
|
= Compute the asymmetric double exponential probability
density function.
|
ADEPPF
|
= Compute the asymmetric double exponential percent
point function.
|
SDECDF
|
= Compute the skew double exponential probability density
function.
|
DEXCDF
|
= Compute the double exponential probability density
function.
|
EXPCDF
|
= Compute the exponential probability density function.
|
SNCDF
|
= Compute the skew normal probability density function.
|
STCDF
|
= Compute the skew t probability density function.
|
Reference:
"The Laplace Distribution and Generalizations: A Revisit with
Applications to Communications, Economics, Engineering, and
Finance", Birkhauser, 2001, pp. 133-174.
"A Class of Distributions Which Includes the Normal Ones",
Azzalini, Scandinavian Journal of Statistics, 12, 171-178.
Applications:
Implementation Date:
Program:
Y1LABEL Probability
X1LABEL X
LABEL CASE ASIS
TITLE CASE ASIS
CASE ASIS
Y1LABEL DISPLACEMENT 12
MULTIPLOT 2 2
MULTIPLOT CORNER COORDINATES 0 0 100 95
MULTIPLOT SCALE FACTOR 2
TITLE Kappa = 0.5
PLOT ADECDF(X,0.5) FOR X = -5 0.1 5
TITLE Kappa = 1
PLOT ADECDF(X,1) FOR X = -5 0.1 5
TITLE Kappa = 2
PLOT ADECDF(X,2) FOR X = -5 0.1 5
TITLE Kappa = 5
PLOT ADECDF(X,5) FOR X = -5 0.1 5
END OF MULTIPLOT
MOVE 50 97
JUSTIFICATIONC CENTER
TEXT Asymmetric Double Exponential Distribution
Date created: 7/7/2004
Last updated: 7/7/2004
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