parplt(3f) - [M_datapac:LINE_PLOT] generate a Pareto probability plot
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SUBROUTINE PARPLT(X,N,Gamma)
PARPLT(3f) generates a Pareto probability plot (with tail length parameter value = GAMMA).The prototype pareto distribution used herein is defined for all X equal to or greater than 1, and has the probability density function
f(X) = GAMMA / (X**(GAMMA+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 Pareto 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 pareto distribution with tail length parameter value = gamma.
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_parplt use M_datapac, only : parplt implicit none ! call parplt(x,y) end program demo_parpltResults:
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 233-249.
Nemo Release 3.1 | parplt (3) | February 23, 2025 |