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476 Formula Functions Reference Appendix C<br />

Probability Functions<br />

Normal Biv Distribution<br />

Computes the probability that an observation is less than or equal to (x,y) with correlation coefficient r<br />

where the observation is marginally normally distributed. You can specify the mean and standard<br />

deviation for the X and Y coordinates of the observation. The default values are 0 for both means and 1<br />

for both standard deviations.<br />

Figure C.12 Overlay Plots of Normal Density Curves<br />

Normal (0,0.75)<br />

Normal (0, 1)<br />

Normal (1, 1)<br />

GLog Density<br />

Returns the density or pdf at a particular quantile q of a generalized logarithm distribution with<br />

location mu, scale sigma, and shape lambda. When the shape parameter is equal to zero, the distribution<br />

reduces to a Lognormal(mu, sigma).<br />

GLog Distribution<br />

Returns the probability or cdf that a generalized logarithm distributed random variable is less than q.<br />

When the shape parameter is equal to zero, the distribution reduces to a Lognormal(mu, sigma).<br />

GLog Quantile<br />

Returns the quantile, the value for which the probability is p that a random value would be lower.<br />

When the shape parameter is equal to zero, the distribution reduces to a Lognormal(mu, sigma).<br />

t Density<br />

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

argument, and an optional noncentrality parameter. It returns the value of the t-density function (pdf)<br />

for the arguments. To compare a t-density with 5 df with a standard normal distribution, you can create<br />

a column of quantile values (x) with the formula count(-3, 3, nrow()), a second column computed as t<br />

Density(X), and a third column computed as Normal Density(X). Then select Graph > Overlay to plot<br />

the t-density and the normal density by x to see the plot shown in Figure C.13. You can see that the<br />

t-density has slightly more spread than the normal.<br />

t Distribution<br />

Accepts three arguments: a quantile, a degrees of freedom, and a noncentrality parameter. It returns the<br />

probability that an observation from the Student’s t-distribution with the specified noncentrality

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