topic CDF And Quantile Functions in SAS Programming

CDF And Quantile Functions

DoumbiaS — Fri, 04 Aug 2017 14:48:46 GMT

Hello to al,

Do someone know how to get the CDF And Quantile Functions for a Student distribution.

I already looked here:

http://support.sas.com/documentation/cdl/en/lrdict/64316/HTML/default/viewer.htm#a000208980.htm

http://support.sas.com/documentation/cdl/en/lrdict/64316/HTML/default/viewer.htm#quantilefunction.htm

Best Regards

Re: CDF And Quantile Functions

art297 — Fri, 04 Aug 2017 15:05:59 GMT

Wouldn't combining those functions, using the t distribution, provide what you want?

Art, CEO, AnalystFinder.com

Re: CDF And Quantile Functions

Rick_SAS — Fri, 04 Aug 2017 17:51:28 GMT

The CDF and QUANTILE functions support the Student t distribution. The doc shows "T" as a valid distribution.

data Want;
df = 11;
do x = -3 to 3 by 0.1;
   pdf = pdf("T", x, df);
   cdf = cdf("T", x, df);
   q = quantile("T", cdf, df);
   output;
end;
run;

title "PDF and CDF for t(df=11) distribution";
proc sgplot data=want;
series x=x y=pdf;
series x=x y=cdf;
run;

title "Quantile function for t(df=11) distribution";
proc sgplot data=want;
series x=cdf y=q;
run;

Re: CDF And Quantile Functions

DoumbiaS — Sat, 05 Aug 2017 14:16:03 GMT

Yes absolutly, both work very well with the t distribution. Thanks so much to all.

Thank you Dr Rick W. for this very clear example.

B Regards