IDAX.QWALD_H - High-tail inverse Wald distribution

The QWALD_H function returns the value x of a variable that follows the Wald distribution for which the probability of being greater than x is equal to the specified percentage.

Syntax

IDAX.QWALD_H(DOUBLE percentage, DOUBLE location, DOUBLE
shape)

Parameter descriptions

percentage: Mandatory.; The requested limit of the percentage.; If percentage is not in the range of 0 - 1, QWALD_H(percentage,location,shape) is null for all location values and shape values.; Min: 0.00000000001; Max: 0.99999999999; Data type: DOUBLE
location: Mandatory.; The mean of the distribution.; If location is 0 or less, QWALD_H(percentage,location,shape) is null for all percentage values.; Min: 0.00000000001; Data type: DOUBLE
shape: Mandatory.; The shape of the distribution.; If shape is 0 or less, QWALD_H(percentage,location,shape) is null for all percentage values.; Min: 0.00000000001; Data type: DOUBLE

QWALD_H(perc,location,shape)=QWALD(1-perc,location,shape) for all x and all positive location and shape values.

If PWALD_H(x,location,shape)=perc, QWALD_H(perc,location,shape)=x for all x values, and for all positive location values and positive shape values.

Returned information

DOUBLE the point x where PWALD_H(x,location,shape)=percentage.