C Library Functions  - lgnplt (3)

NAME

lgnplt(3f) - [M_datapac:LINE_PLOT] generates a lognormal probability plot

CONTENTS

Synopsis
Description
Options
Examples
Author
Maintainer
License
References

SYNOPSIS

SUBROUTINE LGNPLT(X,N)

DESCRIPTION

lgnplt(3f) generates a lognormal probability plot.

the prototype lognormal distribution used herein has mean = sqrt(e) = 1.64872127 and standard deviation = sqrt(e*(e-1)) = 2.16119742. this distribution is defined for all positive x and has the probability density function

       f(x) = (1/(x*sqrt(2*pi))) * exp(-log(x)*log(x)/2)

the prototype lognormal distribution used herein is the distribution of the variate x = exp(z) where the variate z is normally distributed with mean = 0 and standard deviation = 1.

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 lognormal 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 lognormal 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_lgnplt
   use M_datapac, only : lgnplt
   implicit none
   ! call lgnplt(x,y)
   end program demo_lgnplt

Results:

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.
o JOHNSON AND KOTZ, CONTINUOUS UNIVARIATE DISTRIBUTIONS--1, 1970, pages 112-136.
o CRAMER, MATHEMATICAL METHODS OF STATISTICS, 1946, pages 219-220.


Nemo Release 3.1 lgnplt (3) July 22, 2023
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