B11PDF

B11PDF (LET)

Library Function

Compute the Burr type 11 probability density function with shape parameter r.

The standard Burr type 11 distribution has the following probability density function:

with r denoting the shape parameter.

This distribution can be extended with lower and upper bound parameters. If a and b denote the lower and upper bounds, respectively, then the location and scale parameters are:

location = a
scale = b - a


The general form of the distribution can then be found by using the relation

LET <y> = B11PDF(<x>,<r>,<loc>,<scale>)
                        <SUBSET/EXCEPT/FOR qualification>
where <x> is a number, parameter, or variable;
            <y> is a variable or a parameter (depending on what <x> is) where the computed Burr type 11 pdf value is stored;
            <r> 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 = B11PDF(0.3,0.2)
LET Y = B11PDF(X,0.5,0,5)
PLOT B11PDF(X,2,0,3) FOR X = 0.01 0.01 2.99

Burr type 11 random numbers, probability plots, and goodness of fit tests can be generated with the commands:
LET R = <value>
LET Y = BURR TYPE 11 RANDOM NUMBERS FOR I = 1 1 N
BURR TYPE 11 PROBABILITY PLOT Y
BURR TYPE 11 PROBABILITY PLOT Y2 X2
BURR TYPE 11 PROBABILITY PLOT Y3 XLOW XHIGH
BURR TYPE 11 KOLMOGOROV SMIRNOV GOODNESS OF FIT Y
BURR TYPE 11 CHI-SQUARE GOODNESS OF FIT Y2 X2
BURR TYPE 11 CHI-SQUARE GOODNESS OF FIT Y3 XLOW XHIGH


The following commands can be used to estimate the r shape parameter for the Burr type 11 distribution:

LET R1 = <value>
LET R2 = <value>
BURR TYPE 11 PPCC PLOT Y
BURR TYPE 11 PPCC PLOT Y2 X2
BURR TYPE 11 PPCC PLOT Y3 XLOW XHIGH
BURR TYPE 11 KS PLOT Y
BURR TYPE 11 KS PLOT Y2 X2
BURR TYPE 11 KS PLOT Y3 XLOW XHIGH


The default values for R1 and R2 are 0.5 and 10.

The probability plot can then be used to estimate the location and scale (location = PPA0, scale = PPA1).

The BOOTSTRAP DISTRIBUTION command can be used to find uncertainty intervals for the parameter estimates based on the ppcc plot and ks plot.

None

BURR TYPE XI is a synonym for BURR TYPE 11.

B11CDF	= Compute the Burr type 11 cumulative distribution function.
B11PPF	= Compute the Burr type 11 percent point function.
BU2PDF	= Compute the Burr type 2 probability density function.
BU3PDF	= Compute the Burr type 3 probability density function.
BU4PDF	= Compute the Burr type 4 probability density function.
BU5PDF	= Compute the Burr type 5 probability density function.
BU6PDF	= Compute the Burr type 6 probability density function.
BU7PDF	= Compute the Burr type 7 probability density function.
BU8PDF	= Compute the Burr type 8 probability density function.
BU9PDF	= Compute the Burr type 9 probability density function.
B10PDF	= Compute the Burr type 10 probability density function.
B12PDF	= Compute the Burr type 12 probability density function.
RAYPDF	= Compute the Rayleigh probability density function.
WEIPDF	= Compute the Weibull probability density function.
EWEPDF	= Compute the exponentiated Weibull probability density function.

Burr (1942), "Cumulative Frequency Functions", Annals of Mathematical Statistics, 13, pp. 215-232.

Johnson, Kotz, and Balakrishnan (1994), "Contiunuous Univariate Distributions--Volume 1", Second Edition, Wiley, pp. 53-54.

Devroye (1986), "Non-Uniform Random Variate Generation", Springer-Verlang, pp. 476-477.

Distributional Modeling

2007/10

 
LABEL CASE ASIS
TITLE CASE ASIS
TITLE OFFSET 2
.
MULTIPLOT 2 2
MULTIPLOT CORNER COORDINATES 0 0 100 95
MULTIPLOT SCALE FACTOR 2
.
LET R  = 0.5
TITLE R = ^r
PLOT B11PDF(X,R) FOR X = 0.01  0.01  0.99
.
LET R  = 1
TITLE R = ^r
PLOT B11PDF(X,R) FOR X = 0.01  0.01  0.99
.
LET R  = 2
TITLE R = ^r
PLOT B11PDF(X,R) FOR X = 0.01  0.01  0.99
.
LET R  = 5
TITLE R = ^r
PLOT B11PDF(X,R) FOR X = 0.01  0.01  0.99
.
END OF MULTIPLOT
.
JUSTIFICATION CENTER
MOVE 50 97
TEXT Burr Type 11 Probability Density Functions
    

    
       
    
    

    

 
let r = 2.1
let rsav = r
.
let y = burr type 11 random numbers for i = 1 1 200
let y = 10*y
let amax = maximum y
let amin = minimum y
.
burr type 11 ppcc plot y
let rtemp = shape - 2
let r1 = max(rtemp,0.05)
let r2 = shape + 2
y1label Correlation Coefficient
x1label R
burr type 11 ppcc plot y
let r = shape
justification center
move 50 6
text Rhat = ^r (R = ^rsav)
move 50 2
text Maximum PPCC = ^maxppcc
.
char x
line bl
burr type 11 prob plot y
move 50 6
text Location = ^ppa0, Scale = ^ppa1
char bl
line so
.
relative hist y
limits freeze
pre-erase off
plot b11pdf(x,r,ppa0,ppa1) for x = amin  0.01  amax
limits 
pre-erase on
.
let ksloc = ppa0
let ksscale = ppa1
burr type 11 kolmogorov smirnov goodness of fit y
    









                   KOLMOGOROV-SMIRNOV GOODNESS-OF-FIT TEST
  
 NULL HYPOTHESIS H0:      DISTRIBUTION FITS THE DATA
 ALTERNATE HYPOTHESIS HA: DISTRIBUTION DOES NOT FIT THE DATA
 DISTRIBUTION:            BURR TYPE 11
    NUMBER OF OBSERVATIONS              =      200
  
 TEST:
 KOLMOGOROV-SMIRNOV TEST STATISTIC      =   0.2997485E-01
  
    ALPHA LEVEL         CUTOFF              CONCLUSION
            10%       0.086*              ACCEPT H0
                      0.085**
             5%       0.096*              ACCEPT H0
                      0.095**
             1%       0.115*              ACCEPT H0
                      0.114**
  
     *  - STANDARD LARGE SAMPLE APPROXIMATION  ( C/SQRT(N) )
    ** - MORE ACCURATE LARGE SAMPLE APPROXIMATION  ( C/SQRT(N + SQRT(N/10)) )