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

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