$$$$ FINVREPA NOTICE CHAT 11/09/12 21:16:13 7124
DATE 11/09/12
Procedure FINVREPA Voir aussi : NATAFFDENS
------------------- REPART
FLO2 = FINVREPA TAB1 FLO1;
TAB1 . typva
. A
. B
. LAMBDA
. MU
. MOYENNE
. ECART_TYPE
. TAU
. K
. W
. MIN
. MAX
. U
FLO1 flottant.
Description :
_____________
The procedure FINVREPA computes the value of the distribution function's
inverse at FLO1 of a random variable whose parameters are given in TAB1.
Contents :
__________
TAB1 . 'TYPVA' : chain of character containing the type
of the random variable.
The types are :
'LOI_UNIFORME'
'LOI_DE_LAPLACE'
'LOI_NORMALE_STANDARD' (i.e. centree,reduite)
'LOI_EXPONENTIELLE'
'LOI_LOGNORMALE'
'LOI_NORMALE'
'LOI_WEIBULL_MIN'
'LOI_NORMALE_TRONQUEE'
'LOI_EXPONENTIELLE_TRONQUEE'
'LOI_GUMBEL_MAX'
'LOI_NORMALE_TRONQUEE_INF'
'LOI_DE_FRECHET'
In the uniform distribution case :
TAB1 . 'A'
TAB1 . 'B' : are the real between wich range the
random variable. (A= mu
0 else
In the case of the lognormal distribution :
TAB1 . 'MOYENNE'
TAB1 . 'ECART_TYPE'
are the mean value and the standard deviation of the random variable.
In the case of the normal distribution :
TAB1 . 'MOYENNE'
TAB1 . 'ECART_TYPE'
are the mean value and the standard deviation of the random variable.
In the case of the truncated normal distribution :
TAB1 . 'MOYENNE'
TAB1 . 'ECART_TYPE'
TAB1 . 'MIN'
TAB1 . 'MAX'
the first and the second parameter are the mean value and the
standard deviation of the random variable.
MIN et MAX are two reals between which, range the random variable.
In the case of the truncated shifted exponential :
TAB1 . 'LAMBDA'
TAB1 . 'MU'
TAB1 . 'MIN'
TAB1 . 'MAX'
MIN et MAX are two reals between which, range the random variable.
In the case of the Gumbel max distribution :
TAB1 . 'LAMBDA'
TAB1 . 'MU'
The density is :
lambda*exp(-lambda*(x-mu)-exp(-lambda*(x-mu)))
In the case of the Frechet distribution :
TAB1 . 'U'
TAB1 . 'K'
TAB1 . 'B'
The density is :
((u - b)/(x - b))**k * exp(- ((u - b)/(x - b))**k) * k / (x - b)