GTLPPF

GTLPPF (LET)

Library Function

Compute the generalized Topp and Leone percent point function with shape parameters and .

The standard generalized Topp and Leone distribution has the following percent point function:

with and denoting the shape parameters.

The standard distribution can be generalized with lower and upper bound parameters, a and b respectively, by utilizing the following relation:

The lower and upper limits are related to the location and scale parameters as follows:

location = a
scale = b - a

LET <y> = GTLPDF(<p>,<alpha>,<beta>,<a>,<b>)
                        <SUBSET/EXCEPT/FOR qualification>
where <p> is a number, parameter, or variable containing values in the interval (0,1);
            <y> is a variable or a parameter (depending on what <p> is) where the computed generalized Topp and Leone pdf value is stored;
            <alpha> is a number, parameter, or variable in the interval (0, 2) that specifies the first shape parameter;
            <beta> is a positive number, parameter, or variable that specifies the second shape parameter;
            <a> is a number, parameter, or variable that specifies the lower limit;
            <b> is a number, parameter, or variable that specifies the upper limit;
and where the <SUBSET/EXCEPT/FOR qualification> is optional.

If <a> and <b> are omitted, they default to 0 and 1, respectively.

LET A = GTLPPF(0.95,0.2,1.2)
LET Y = GTLPPF(P,0.5,2)
PLOT GTLPPF(P,2,3) FOR P = 0 0.01 1

None

None

GTLCDF	= Compute the generalized Topp and Leone cumulative distribution function.
GTLPDF	= Compute the generalized Topp and Leone probability density function.
RGTPDF	= Compute the reflected generalized Topp and Leone probability density function.
TOPPDF	= Compute the Topp and Leone probability density function.
TSPPDF	= Compute the two-sided power probability density function.
BETPDF	= Compute the beta probability density function.
TRIPDF	= Compute the triangular probability density function.
TRAPDF	= Compute the trapezoid probability density function.
UNIPDF	= Compute the uniform probability density function.
POWPDF	= Compute the power probability density function.
JSBPDF	JSBPDF = Compute the Johnson SB probability density function.

Samuel Kotz and J. Rene Van Dorp 2004, "Beyond Beta: Other Continuous Families of Distributions with Bounded Support and Applications", World Scientific, chapter 7.

Distributional Modeling

2007/2
2007/9: Replaced bisection computation with explicit formula

LABEL CASE ASIS
TITLE CASE ASIS
TITLE OFFSET 2
.
MULTIPLOT 3 3
MULTIPLOT CORNER COORDINATES 0 0 100 95
MULTIPLOT SCALE FACTOR 3
.
LET ALPHA = 2
LET BETA  = 3
TITLE Alpha = ^alpha, Beta = ^beta
PLOT GTLPPF(P,ALPHA,BETA) FOR P = 0  0.01  1
.
LET ALPHA = 1.5
LET BETA  = 6
TITLE Alpha = ^alpha, Beta = ^beta
PLOT GTLPPF(P,ALPHA,BETA) FOR P = 0  0.01  1
.
LET ALPHA = 1.5
LET BETA  = 2
TITLE Alpha = ^alpha, Beta = ^beta
PLOT GTLPPF(P,ALPHA,BETA) FOR P = 0  0.01  1
.
LET ALPHA = 1.5
LET BETA  = 1
TITLE Alpha = ^alpha, Beta = ^beta
PLOT GTLPPF(P,ALPHA,BETA) FOR P = 0  0.01  1
.
LET ALPHA = 0.5
LET BETA  = 2
TITLE Alpha = ^alpha, Beta = ^beta
PLOT GTLPPF(P,ALPHA,BETA) FOR P = 0  0.01  1
.
LET ALPHA = 0.5
LET BETA  = 1
TITLE Alpha = ^alpha, Beta = ^beta
PLOT GTLPPF(P,ALPHA,BETA) FOR P = 0  0.01  1
.
LET ALPHA = 0.5
LET BETA  = 0.75
TITLE Alpha = ^alpha, Beta = ^beta
PLOT GTLPPF(P,ALPHA,BETA) FOR P = 0  0.01  1
.
LET ALPHA = 0.5
LET BETA  = 0.25
TITLE Alpha = ^alpha, Beta = ^beta
PLOT GTLPPF(P,ALPHA,BETA) FOR P = 0  0.01  1
.
LET ALPHA = 1
LET BETA  = 1
TITLE Alpha = ^alpha, Beta = ^beta
PLOT GTLPPF(P,ALPHA,BETA) FOR P = 0  0.01  1
.
END OF MULTIPLOT
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JUSTIFICATION CENTER
MOVE 50 97
TEXT Generalized Topp and Leone PPF Functions