cauplt(3f) - [M_datapac:LINE_PLOT] generate a Cauchy probability plot
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Input Arguments
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SUBROUTINE CAUPLT(X,N)
REAL(kind=wp),intent(in) :: X(:) INTEGER,intent(in) :: N
CAUPLT(3f) generates a one-page Cauchy probability plot.The prototype Cauchy distribution used herein has median = 0 and 75% point = 1.
This distribution is defined for all X and has the probability density function
f(X) = (1/pi) * (1/(1+X*X))As used herein, a probability plot for a distribution is a plot of the ordered observations versus the order statistic medians for that distribution.
The Cauchy probability plot is useful in graphically testing the composite (that is, location and scale parameters need not be specified) hypothesis that the underlying distribution from which the data have been randomly drawn is the Cauchy distribution.
If the hypothesis is true, the probability plot should be near-linear.
A measure of such linearity is given by the calculated probability plot correlation coefficient.
X The vector of (unsorted or sorted) observations. N The integer number of observations in the vector X.
A one-page Cauchy probability plot.
Sample program:
program demo_cauplt use M_datapac, only : cauplt implicit none ! call cauplt(x,y) end program demo_caupltResults:
The original DATAPAC library was written by James Filliben of the Statistical Engineering Division, National Institute of Standards and Technology.
John Urban, 2022.05.31
CC0-1.0
o Filliben, Techniques for Tail Length Analysis, proceedings of the Eighteenth Conference on the Design of Experiments in Army Research Development and Testing (Aberdeen, Maryland, October, 1972), pages 425-450. o Hahn and Shapiro, Statistical Methods in Engineering, 1967, pages 260-308. o Johnson and Kotz, Continuous Univariate Distributions--1, 1970, pages 154-165.
Nemo Release 3.1 | cauplt (3) | February 23, 2025 |