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

reportActive / Technical Report | Accession Number: ADA211521 | Open PDF

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.

Author(s):
Dudel, H. P. ; Lehnigk, S. H.
Author Organization(s):
ARMY MISSILE COMMAND REDSTONE ARSENAL AL RESEARCH DIRECTORATE
Descriptive Note:
Final technical rept. Mar-Jun 1989
Supplementary Note:
A program diskette available upon request from Army Missile Command, Attn: AMSMI-RD-RE-OP, Redstone Arsenal, AL 35898-5248. DOI: 10.21236/ADA211521
Pagination:
0023

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release
Distribution Statement:
Approved For Public Release; Distribution Is Unlimited.

RECORD

Collection: TR
Identifying Numbers
Report Number(s):
AMSMI/TR-RD-RE-89-7
Monitor Series:
AMSI/RR
 Subject Terms
Joint Capability Areas:
JCA_5_Command and Control; JCA_3.2_Engagement; JCA_3_Force Application; JCA_3.2.1_Kinetic Means; JCA_5.2_Understand; JCA_1_Force Support; JCA_5.3_Planning
Modernization Areas:
Fully Networked C3
Communities of Interest:
Weapons Technologies
Descriptor(s):
*PROBABILITY DENSITY FUNCTIONS, *FORTRAN, *RANDOM VARIABLES, *COMPUTERIZED SIMULATION, *ALGORITHMS, DISTRIBUTION FUNCTIONS, EQUATIONS, PARAMETERS, COMPUTER APPLICATIONS, SPECIAL FUNCTIONS(MATHEMATICS), TEST AND EVALUATION
Field(s)/Group(s):
Statistics and Probability, Computer Programming and Software
Keyword(s):
HYPER GAMMA DISTRIBUTION, GUMBEL DISTRIBUTION, I I D, LOGNORMAL DISTRIBUTION, QUANTILE EQUATIONS, SBI1, FISCAL YEAR 1989
Report Date:
1989 Jul 17