RALIN
This function evaluates the inverse of the Rayleigh cumulative distribution function.
Function Return Value
RALIN — Function value, the value of the inverse of the cumulative distribution function. (Output)
Required Arguments
P — Probability for which the inverse of the Rayleigh distribution function is to be evaluated. (Input)
ALPHA — Scale parameter of the Rayleigh cumulative distribution function. (Input)
FORTRAN 90 Interface
Generic: RALIN (P, ALPHA)
Specific: The specific interface names are S_RALIN and D_RALIN.
FORTRAN 77 Interface
Single: RALIN (P, ALPHA)
Double: The double precision name is DRALIN.
Description
The function RALIN evaluates the inverse distribution function of a Rayleigh random variable with scale parameter ALPHA.
Example
In this example, we evaluate the inverse probability function at P = 0.1175, ALPHA= 0.5.
USE UMACH_INT
USE RALIN_INT
IMPLICIT NONE
INTEGER NOUT
REAL X, ALPHA, P
CALL UMACH(2, NOUT)
P = 0.1175
ALPHA = 0.5
X = RALIN(P, ALPHA)
WRITE (NOUT, 99999) P, ALPHA, X
99999 FORMAT (' RALIN(', F6.4, ', ', F4.2, ') = ', F6.4)
END
Output
RALIN(0.1175, 0.50) = 0.2500
