C Library Functions - ev1plt (3)
NAME
ev1plt(3f) - [M_datapac:LINE_PLOT] generate a extreme value type 1 (Gumbel) probability plot
CONTENTS
Synopsis
Description
Options
Examples
Author
Maintainer
License
References
SYNOPSIS
SUBROUTINE EV1PLT(X,N)
DESCRIPTION
ev1plt(3f) generates an extreme value type 1 probability plot.
the prototype extreme value type 1 distribution used here has mean = euler’s number = 0.57721566 and standard deviation = pi/sqrt(6) = 1.28254983.
this distribution is defined for all x and has the probability density function
f(x) = (exp(-x)) * (exp(-(exp(-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 extreme value type 1 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 extreme value type 1 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.
OPTIONS
X description of parameter Y description of parameter
EXAMPLES
Sample program:
program demo_ev1plt use M_datapac, only : ev1plt implicit none ! call ev1plt(x,y) end program demo_ev1pltResults:
AUTHOR
The original DATAPAC library was written by James Filliben of the Statistical Engineering Division, National Institute of Standards and Technology.
MAINTAINER
John Urban, 2022.05.31
LICENSE
CC0-1.0
REFERENCES
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.
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| Nemo Release 3.1 | ev1plt (3) | February 23, 2025 |
