unippf(3f) - [M_datapac:PERCENT_POINT] compute the Uniform percent point function
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Input Arguments
Output Arguments
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SUBROUTINE UNIPPF(P,Ppf)
REAL(kind=wp),intent(in) :: P REAL(kind=wp),intent(out) :: Ppf
UNIPPF(3f) computes the percent point function value for 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) = 1Note that the percent point function of a distribution is identically the same as the inverse cumulative distribution function of the distribution.
P The value (between 0.0 and 1.0) at which the percent point function is to be evaluated.
PPF The percent point function value.
Sample program:
program demo_unippf use M_datapac, only : unippf, label implicit none call label(’unippf’) ! call unippf(x,y) end program demo_unippfResults:
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o Filliben, Simple and Robust Linear Estimation of the Location Parameter of a Symmetric Distribution (Unpublished PH.D. Dissertation, Princeton University), 1969, pages 21-44, 229-231. o Filliben, ’The Percent Point Function’, (Unpublished Manuscript), 1970, pages 28-31. o Johnson and Kotz, Continuous Univariate Distributions--2, 1970, pages 57-74.
Nemo Release 3.1 | unippf (3) | February 23, 2025 |