Summary of Theoretical Distributions

You can use the PPPLOT statement to request P-P plots based on the theoretical distributions summarized in the following table:

Table 5.56 Distributions and Parameters
     

Parameters

Family

Distribution Function

Range

Location

Scale

Shape

Beta

,

Exponential

 

Gamma

Gumbel

all

 

Inverse Gaussian

 

 

       

Lognormal

Normal

all

 

Generalized Pareto

all

Power Function

Rayleigh

 

Weibull

You can request these distributions with the BETA, EXPONENTIAL, GAMMA, GUMBEL, IGAUSS, NORMAL, LOGNORMAL, PARETO, POWER, RAYLEIGH, and WEIBULL options, respectively. If you do not specify a distribution option, a normal P-P plot is created.

To create a P-P plot, you must provide all of the parameters for the theoretical distribution. If you do not specify parameters, then default values or estimates are substituted, as summarized by the following table:

Table 5.57 Defaults for Parameters

Family

Default Values

Estimated Values

Beta

,

maximum likelihood estimates for and

Exponential

maximum likelihood estimate for

Gamma

maximum likelihood estimates for and

Gumbel

None

maximum likelihood estimates for and

Inverse Gaussian

None

sample estimate for , maximum likelihood estimate for

Lognormal

maximum likelihood estimates for and

Normal

None

sample estimates for and

Generalized Pareto

maximum likelihood estimates for and

Power Function

,

maximum likelihood estimate for

Rayleigh

maximum likelihood estimate for

Weibull

maximum likelihood estimates for and