This function evaluates the inverse of the exponential cumulative distribution function.
Function Return Value
EXPIN — Function value, the value of the inverse of the cumulative distribution function. (Output)
Required Arguments
P — Probability for which the inverse of the exponential distribution function is to be evaluated. (Input)
B — Scale parameter of the exponential distribution function. (Input)
FORTRAN 90 Interface
Generic: EXPIN (P, B)
Specific: The specific interface names are S_EXPIN and D_EXPIN.
FORTRAN 77 Interface
Single: EXPIN (P, B)
Double: The double precision name is DEXPIN.
Description
The function EXPIN evaluates the inverse distribution function of an exponential random variable with scale parameter b = B.
Example
In this example, we evaluate the inverse probability function at P = 0.8647, B = 1.0.
USE
UMACH_INT
USE
EXPIN_INT
IMPLICIT NONE
INTEGER NOUT
REAL X, B, P
CALL UMACH(2, NOUT)
P = 0.8647
B = 1.0
X = EXPIN(P, B)
WRITE (NOUT, 99999) P, B, X
99999 FORMAT (' EXPIN(', F6.4, ', ', F4.2, ') = ', F6.4)
END
Output
EXPIN(0.8647, 1.00) = 2.0003
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