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ALPPPFName:
with denoting the shape parameter. This distribution can be generalized with location and scale parameters using the relation
If Y has a normal distribution with location and scale parameters and truncated to the left of 0, then X = 1/Y has an alpha distribution with shape parameter = / and scale parameter . This distribution has application in reliability.
<SUBSET/EXCEPT/FOR qualification> where <p> is a number, parameter, or variable containing positive values; <y> is a variable or a parameter (depending on what <x> is) where the computed alpha ppf value is stored; <alpha> is a positive number, parameter, or variable that specifies the shape parameter; <loc> is a number, parameter, or variable that specifies the location parameter; <scale> is a positive number, parameter, or variable that specifies the scale parameter; and where the <SUBSET/EXCEPT/FOR qualification> is optional. If <loc> and <scale> are omitted, they default to 0 and 1, respectively.
LET A = ALPPPF(P1,2.5,0,10) PLOT ALPPPF(P,2.5,0,3) FOR P = 0.01 0.01 0.99
to
This was done since BETA is in fact a scale parameter.
Salvia (1985), "Reliability applications of the Alpha Distribution", IEEE Transactions on Reliability, Vol. R-34, No. 3, pp. 251-252.
2007/11: Corrected the second shape parameter to be the scale parameter LABEL CASE ASIS TITLE CASE ASIS TITLE OFFSET 2 . MULTIPLOT 2 2 MULTIPLOT CORNER COORDINATES 0 0 100 95 MULTIPLOT SCALE FACTOR 2 . LET ALPHA = 0.5 TITLE ALPHA = ^alpha PLOT ALPPPF(P,ALPHA) FOR P = 0.01 0.01 0.99 . LET ALPHA = 1 TITLE ALPHA = ^alpha PLOT ALPPPF(P,ALPHA) FOR P = 0.01 0.01 0.99 . LET ALPHA = 2 TITLE ALPHA = ^alpha PLOT ALPPPF(P,ALPHA) FOR P = 0.01 0.01 0.99 . LET ALPHA = 5 TITLE ALPHA = ^alpha PLOT ALPPPF(P,ALPHA) FOR P = 0.01 0.01 0.99 . END OF MULTIPLOT . JUSTIFICATION CENTER MOVE 50 97 TEXT Alpha Percent Point Functions
Date created: 11/27/2007 |