This function evaluates the exponential cumulative distribution function.
Function Return Value
EXPDF — Function value, the probability that an exponential random variable takes a value less than or equal to X. (Output)
Required Arguments
X — Argument for which the exponential cumulative distribution function is to be evaluated. (Input)
B — Scale parameter of the exponential distribution function. (Input)
FORTRAN 90 Interface
Generic: EXPDF (X, B)
Specific: The specific interface names are S_EXPDF and D_EXPDF.
FORTRAN 77 Interface
Single: EXPDF (X, B)
Double: The double precision name is DEXPDF.
Description
The function EXPDF evaluates the exponential cumulative probability distribution function. This function is a special case of the gamma cumulative probability distribution function
.
Setting a=1 and applying the scale parameter b = B yields the exponential cumulative probability distribution function
This relationship between the gamma and exponential cumulative probability distribution functions is used by EXPDF.
Example
In this example, we evaluate the probability function at X = 2.0, B = 1.0.
USE
UMACH_INT
USE
EXPDF_INT
IMPLICIT NONE
INTEGER NOUT
REAL X, B, PR
CALL UMACH(2, NOUT)
X = 2.0
B = 1.0
PR = EXPDF(X, B)
WRITE (NOUT, 99999) X, B, PR
99999 FORMAT (' EXPDF(', F4.2, ', ', F4.2, ') = ', F6.4)
END
Output
EXPDF(2.00, 1.00) = 0.8647
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