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Topic: Plot InverseSurvivalFunction
Replies: 8   Last Post: Nov 17, 2013 4:24 AM

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Bob Hanlon

Posts: 906
Registered: 10/29/11
Re: Plot InverseSurvivalFunction
Posted: Nov 15, 2013 6:31 PM
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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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