C Library Functions  - unimed (3)

NAME

unimed(3f) - [M_datapac:STATISTICS] generates the N order statistic medians from the uniform (rectangular) distribution on the unit interval (0,1).

CONTENTS

Synopsis
Description
Input Arguments
Output Arguments
Examples
Author
Maintainer
License
References

SYNOPSIS

SUBROUTINE UNIMED(N,X)

       INTEGER,intent(in)        :: N
       REAL(kind=wp),intent(out) :: X(:)

DESCRIPTION

UNIMED(3f) generates the N order statistic medians from the uniform (rectangular) distribution on the unit interval (0,1).

This distribution has mean = 0.5 and standard deviation = sqrt(1/12) = 0.28867513. This distribution has the probability density function f(X) = 1.

UNIMED(3f) is a support subroutine for all of the probability plot subroutines in datapac; it is rarely used by the data analyst directly.

A probability plot for a general distribution is a plot of the ordered observations versus the order statistic medians for that distribution.

The i-th order statistic median for a general distribution is obtained by transforming the i-th uniform order statistic median by the percent point function of the desired distribution--hence the importance of being able to generate uniform order statistic medians.

It is of theoretical interest to note that the i-th uniform order statistic median in a sample of size N is identically the median of the beta distribution with parameters i and N-i+1.

INPUT ARGUMENTS

N The desired integer number of uniform order statistic medians to be generated.

OUTPUT ARGUMENTS

X A vector (of dimension at least N) into which the generated uniform order statistic medians will be placed.

EXAMPLES

Sample program:

   program demo_unimed
   use M_datapac, only : unimed, label, plotxt
   implicit none
   integer,parameter :: N=100
   real              :: X(N)
      call label(’unimed’)
      call unimed(N,X)
      call plotxt(x,n)
   end program demo_unimed

Results:

    THE FOLLOWING IS A PLOT OF X(I) (VERTICALLY) VERSUS I (HORIZONTALLY
                      I-----------I-----------I-----------I-----------I
     0.9930925E+00 -                                                 XX
     0.9520015E+00 I                                               XXX
     0.9109104E+00 I                                             XXX
     0.8698193E+00 I                                           XXX
     0.8287283E+00 I                                         XXX
     0.7876373E+00 I                                       XXX
     0.7465463E+00 -                                     XXX
     0.7054552E+00 I                                   XXX
     0.6643642E+00 I                                 XXX
     0.6232731E+00 I                               XXX
     0.5821820E+00 I                             XXX
     0.5410910E+00 I                           XXX
     0.5000000E+00 -                         XXX
     0.4589090E+00 I                       XXX
     0.4178179E+00 I                     XXX
     0.3767269E+00 I                   XXX
     0.3356358E+00 I                 XXX
     0.2945448E+00 I               XXX
     0.2534538E+00 -             XXX
     0.2123627E+00 I           XXX
     0.1712717E+00 I         XXX
     0.1301807E+00 I       XXX
     0.8908957E-01 I     XXX
     0.4799855E-01 I   XXX
     0.6907523E-02 -  XX
                      I-----------I-----------I-----------I-----------I
               0.1000E+01  0.2575E+02  0.5050E+02  0.7525E+02  0.1000E+03

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, ’The Probability Plot Correlation Coefficient Test for Normality’, Technometrics, 1975, pages 111-117.


Nemo Release 3.1 unimed (3) July 22, 2023
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