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Re: Plot InverseSurvivalFunction


Many many thanks

Ed

On Nov 15, 2013, at 5:36 PM, Bob Hanlon <hanlonr357 at gmail.com> wrote:

> I recommend that you estimate it using an interpolation function
> 
> \[ScriptCapitalD] = TransformedDistribution[u + v, 
>     {Distributed[u, FRatioDistribution[2, 2*2]], 
>      Distributed[v, FRatioDistribution[2, 2*2]]}]; 
> 
> Plot[Evaluate[SurvivalFunction[\[ScriptCapitalD],x]],
> {x,0,10},Filling->Axis]
> 
> survFunc[x_]=Evaluate[SurvivalFunction[\[ScriptCapitalD],x]]
> 
> Piecewise[{{1, x <= 0}}, 
>   1 - (x*(192 + 304*x + 120*x^2 + 18*x^3 + x^4) - 
>      192*(2 + x)*Log[(2 + x)/2])/((2 + x)*(4 + x)^4)]
> 
> invSurvFuncEst=Interpolation[Reverse/@
> Table[{x,survFunc[x]},{x,0,10,0.005}]];
> 
> (invSurvFuncEst/@(survFunc/@Range[0,10,0.005]))==
> Range[0,10,0.005]
> 
> True
> 
> Plot[invSurvFuncEst[q],{q,survFunc[10],1},
> AxesOrigin->{0,0},Filling->Axis]
> 
> invSurvFuncEst[0.95]
> 
> 0.37722527322144106
> 
> Evaluate[SurvivalFunction[\[ScriptCapitalD],x]]/.x->%
> 
> 0.949999999642922
> 
> 
> Bob Hanlon
> 




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