Calculation of Quantiles for Hyper-Gamma, Generalized Gumbel, and Lognormal Distributions

Abstract

Numerical FORTRAN algorithms are presented for alphath quantiles of the distribution of an i.i.d. random variable distributed according to a hyper- Gamma, or a generalized Gumbel, or a lognormal probability density function. They are based on highly efficient routines for the evaluation of the incomplete Gamma and error functions. A program diskette will be made available upon request.

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Document Details

Document Type
Technical Report
Publication Date
Jul 17, 1989
Accession Number
ADA211521

Entities

People

  • H. P. Dudel
  • S. H. Lehnigk

Organizations

  • United States Army Aviation and Missile Command

Tags

Communities of Interest

  • Weapons Technologies

DTIC Thesaurus Topics

  • Abstracts
  • Algorithms
  • Availability
  • Data Science
  • Distribution Functions
  • Equations
  • Functions (Mathematics)
  • Inequalities
  • Information Science
  • Mathematics
  • Probability
  • Probability Density Functions
  • Probability Distributions
  • Random Variables
  • Security
  • Sequences
  • Test And Evaluation

Readers

  • Statistical inference.