TSPPPF

TSPPPF (LET)

Library Function

Compute the two-sided power percent point function with shape parameters and N.

The two-sided power distribution has the following percent point function:

with 0 1 and n > 0.

LET <y2> = TSPPPF(<p>,<theta>,<n>)             <SUBSET/EXCEPT/FOR qualification>
where <p> is a number, parameter, or variable containing values in the interval (0, 1);
              <y2> is a variable or a parameter (depending on what <y1> is) where the computed two-sided power ppf value is stored;
              <theta> is a number, parameter, or variable in the interval (0, 1) that specifies the first shape parameter;
              <n> is a positive number, parameter, or variable that specifies the second shape parameter;
and where the <SUBSET/EXCEPT/FOR qualification> is optional.

LET A = TSPPPF(0.05,0.2,1.2)
LET A = TSPPPF(A1,0.5,2)
LET X2 = TSPPPF(P1,0.8,0.5)

None

None

TSPCDF	= Compute the two-sided power cumulative distribution function.
TSPPDF	= Compute the two-sided power probability density function.
POWPDF	= Compute the power probability density function.
BETPDF	= Compute the Beta probability density function.
JSBPDF	= Compute the Johnson SB probability density function.
NORPDF	= Compute the normal probability density function.

"The Standard Two-Sided Power Distribution and its Properties with Applications in Financial Engineering", J. Rene Van Dorp and Samuel Kotz, American Statistician, Volume 56, Number 2, May, 2002.

Distributional modeling

2002/5

MULTIPLOT 2 2 
MULTIPLOT CORNER COORDINATES 0 0 100 100 
TITLE AUTOMATIC 
LET THETA = 0.5 
LET N = 4 
X1LABEL THETA = ^THETA, N = ^N 
PLOT TSPPPF(P,THETA,N) FOR P = 0 0.01 1 
LET THETA = 0.25 
LET N = 2 
X1LABEL THETA = ^THETA, N = ^N 
PLOT TSPPPF(P,THETA,N) FOR P = 0 0.01 1 
LET THETA = 0.75 
LET N = 1.5 
X1LABEL THETA = ^THETA, N = ^N 
PLOT TSPPPF(P,THETA,N) FOR P = 0 0.01 1 
LET THETA = 0.75 
LET N = 0.5 
X1LABEL THETA = ^THETA, N = ^N 
PLOT TSPPPF(P,THETA,N) FOR P = 0 0.01 1 
END OF MULTIPLOT