This function evaluates the inverse of the geometric cumulative probability distribution function.

Function Return Value

GEOIN — Integer function value. The probability that a geometric random variable takes a value less than or equal to the returned value is the input probability, P.   (Output)

Required Arguments

P — Probability for which the inverse of the discrete geometric cumulative distibution function is to be evaluated.  P must be in the open interval (0, 1). (Input)

PIN — Probability parameter for each independent trial (the probability of success for each independent trial). PIN must be in the open interval (0, 1).  (Input)

FORTRAN 90 Interface

Generic:                              GEOIN (P, PIN)

Specific:                             The specific interface names are S_GEOIN and D_GEOIN.

FORTRAN 77 Interface

Single:                                GEOIN (P, PIN)

Double:                              The double precision name is DGEOIN.

Description

The function GEOIN evaluates the inverse distribution function of a geometric random variable with parameter PIN.  The inverse of the CDF is defined as the smallest integer  such that the geometric CDF is not less than a given value .

Example

In this example, we evaluate the inverse probability function at PIN = 0.25, P = 0.6835.

 

      USE UMACH_INT
      USE GEOIN_INT
      IMPLICIT NONE

      INTEGER NOUT, IX

      REAL P, PIN

      CALL UMACH(2, NOUT)

      PIN = 0.25

      P =  0.6835

      IX = GEOIN(P, PIN)

      WRITE (NOUT, 99999) P, PIN, IX

99999 FORMAT (' GEOIN(', F4.2, ', ', F6.4 ') = ', I2)

      END

Output

 

GEOIN(0.6835, 0.25) =  3 

Visual Numerics, Inc. Visual Numerics - Developers of IMSL and PV-WAVE http://www.vni.com/ PHONE: 713.784.3131 FAX:713.781.9260