IDAX.QMWW_H - High-tail inverse Mann-Whitney-Wilcoxon distribution

The QMWW_H function returns the value x of a variable that follows the Mann-Whitney-Wilcoxon distribution for which the probability of being greater than x is equal to the specified percentage.

Syntax

IDAX.QMWW_H(DOUBLE percentage, BIGINT COUNTmin, BIGINT
NoItems)

Parameter descriptions

percentage: Mandatory.; The requested limit of the percentage.; If percentage is not in the range of 0 - 1, QMWW_H(percentage,COUNTmin,NoItems) is null for all COUNTmin values and NoItems values.; Min: 0.0000001; Max: 0.9999999; Data type: DOUBLE
COUNTmin: Mandatory.; The number of items in set 1.; If COUNTmin is not within the validity interval, QMWW_H(percentage,COUNTmin,NoItems) returns null for all percentage values.; Min: 1; Max: NoItems-1; Data type: BIGINT
NoItems: Mandatory.; The total number of items.; If NoItems is not within the validity interval, QMWW_H(percentage,COUNTmin,NoItems) returns null for all percentage values.; Min: 1; Data type: INT8

QMWW_H(perc,COUNTmin,NoItems)=QMWW(1-perc,COUNTmin,NoItems) for perc values in the range of 0 - 1, and for all COUNTmin values and NoItems values in their respective validity interval.

If PMWW_H(x,COUNTmin,NoItems)=perc, QMWW_H(perc,COUNTmin,NoItems)=x for all x values, COUNTmin values, and NoItems values in their respective validity interval.

Returned information

BIGINT the point x.