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

 Messages: [ Previous | Next ]
 Bob Hanlon Posts: 906 Registered: 10/29/11
Re: Plot InverseSurvivalFunction
Posted: Nov 15, 2013 6:31 PM

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

Date Subject Author
11/15/13 Bob Hanlon
11/17/13 emammendes@gmail.com
11/17/13 Itai Seggev
11/17/13 Itai Seggev
11/17/13 emammendes@gmail.com