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472 Formula Functions Reference Appendix C<br />

Probability Functions<br />

Probability Functions<br />

You can create a formula that calculates probabilities and quantiles for statistical distributions like beta,<br />

Chi-square, F, gamma, normal, Student’s t, Weibull distributions, Tukey HSD, and so on. See the JMP<br />

Scripting <strong>Guide</strong> for details about syntax.<br />

Beta Density<br />

Requires three arguments: quantile argument, shape parameters alpha and beta. A threshold parameter<br />

(theta) and a scale parameter (sigma > 0) are additional options. It returns the value of the beta<br />

probability density function (pdf) for the given arguments. The beta density is useful for modeling the<br />

probabilistic behavior of random variables such as proportions constrained to fall in the interval [0, 1].<br />

Examples of densities for several combinations of α and β are shown in Figure C.8.<br />

Figure C.8 Overlay Plot of Three Beta Density Curves<br />

Beta Distribution<br />

Has a positive density only for an x interval of finite length, unlike normal and gamma which have<br />

positive density over an infinite interval. The theoretical beta distribution has a shape parameter, α > 0<br />

and a scale parameter, β > 0, and constants a ≤ x ≤ b that define the interval for which the distribution<br />

has values. The beta distribution function accepts the response variable argument x, whose range<br />

defines the interval for the distribution. The standard beta distribution occurs in the interval [0, 1].<br />

The beta distribution function is the inverse of the beta quantile function.<br />

Beta Quantile<br />

Accepts a probability argument, p, and shape and scale parameters, α > 0 and β > 0. It returns the p th<br />

quantile from the standard beta distribution. The beta quantile function is the inverse of the beta<br />

distribution function.<br />

ChiSquare Density<br />

Accepts a quantile argument from the range of values for the Chi-squared distribution, a degrees of<br />

freedom argument, and an optional noncentrality parameter. It returns the value of the Chi-squared

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