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lmomco (version 2.2.5)

pp.f: Quantile Function of the Ranks of Plotting Positions

Description

There are two major forms (outside of the general plotting-position formula pp) for estimation of the $p_r$th probability of the $r$th order statistic for a sample of size $n$: the mean is $pp'_r = r/(n+1)$ (Weibull plotting position) and the Beta quantile function is $pp_r(F) = IIB(F, r, n+1-r)$, where $F$ represents the nonexceedance probability of the plotting position. $IIB$ is the “inverse of the incomplete beta function” or the quantile function of the Beta distribution as provided in R by qbeta(f, a, b). If $F=0.5$, then the median is returned but that is conveniently implemented in pp.median. Readers might consult Gilchrist (2011, chapter 12) and Karian and Dudewicz (2011, p. 510).

Usage

pp.f(f, x)

Arguments

f
A nonexceedance probability.
x
A vector of data. The ranks and the length of the vector are computed within the function.

Value

An R vector is returned.

References

Gilchrist, W.G., 2000, Statistical modelling with quantile functions: Chapman and Hall/CRC, Boca Raton.

Karian, Z.A., and Dudewicz, E.J., 2011, Handbook of fitting statistical distributions with R: Boca Raton, FL, CRC Press.

See Also

pp, pp.median

Examples

Run this code
X <- sort(rexp(10))
PPlo <- pp.f(0.25, X)
PPhi <- pp.f(0.75, X)
plot(c(PPlo,NA,PPhi), c(X,NA,X))
points(pp(X), X) # Weibull i/(n+1)

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