Function TPC_10

Purpose

This function invokes the Graphical User Interface (GUI) of the Tail Probability Calculator. The following five steps are required:

Step One: chose the class of Random Variables

Currently two classes of RVs are implemented:

1. Class of RVs that are symmetric with respect to x = 0: normal, Student's t, uniform and triangular RVs.
2. Class of RVs that have support on positive real axis: (central and non-central) chi-squared and (standard and non-standard) log-Lambda W x chi-squared RVs. For more about log-Lambda W x chi-squared RVs see References below.

The choice is by radio button.

Step Two: set-up the linear combination of Random Variables

Step Three: The value of x for which to calculate the distribusion

Step Four: What to calculate

This area of the TPC GUI contains four check boxes for tail, cdf, pdf and quantile. either any of the first three of the fourth one -- for quantile -- can be checked.

Step Five: Initiate the calculation

By pressing the button Step 5: Calculate. The results appear in the edit windows above this button.

References

1. Witkovsky et al. (2015): V Witkovsky, G Wimmer and T Duby, Logarithmic Lambert W x F random variables for the family of chi-squared distributions and their applications, Statistics & Probability Letters, 96, 223--231 (2015), DOI: 10.1016/j.spl.2014.09.028, http://www.sciencedirect.com/science/article/pii/S0167715214003484