lamplt(3f) - [M_datapac:LINE_PLOT] generate a Tukey-Lambda probability plot
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SUBROUTINE LAMPLT(X,N,Alamba)
lamplt(3f) generates a (tukey) lambda distribution probability plot (with tail length parameter value = alamba).in general, the probability density function for this distribution is not simple.
the percent point function for this distribution is
g(p) = ((p**alamba)-((1-p)**alamba)) / alambaas used herein, a probability plot for a distribution is a plot of the ordered observations versus the order statistic medians for that distribution.
the lambda 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 lambda distribution with tail length parameter value = alamba.
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 description of parameter Y description of parameter
Sample program:
program demo_lamplt use M_datapac, only : lamplt implicit none ! call lamplt(x,y) end program demo_lampltResults:
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
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 | lamplt (3) | February 23, 2025 |