Chapter 11: Probability Distribution Functions and Inverses

UNDF

This function evaluates the uniform cumulative distribution function.

Function Return Value

UNDF — Function value, the probability that a uniform random variable takes a value less than or equal to X.   (Output)

Required Arguments

X — Argument for which the uniform cumulative distribution function is to be evaluated.   (Input)

A — Location parameter of the uniform cumulative distribution function.   (Input)

B — Value used to compute the scale parameter (BA) of the uniform cumulative distribution function.   (Input)

FORTRAN 90 Interface

Generic:                              UNDF (X, A, B)

Specific:                             The specific interface names are S_UNDF and D_UNDF.

FORTRAN 77 Interface

Single:                                UNDF (X, A, B)

Double:                              The double precision name is DUNDF.

Description

The function UNDF evaluates the uniform cumulative distribution function with location parameter A and scale parameter (BA). The function definition is

 

Example

In this example, we evaluate the probability function at X = 0.65, A = 0.25, B = 0.75.

 

      USE UMACH_INT
      USE UNDF_INT
      IMPLICIT NONE

      INTEGER NOUT

      REAL X, A, B, PR

      CALL UMACH(2, NOUT)

      X = 0.65

      A = 0.25

      B = 0.75

      PR = UNDF(X, A, B)

      WRITE (NOUT, 99999) X, A, B, PR

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

      END

Output

 

 UNDF(0.65, 0.25, 0.75) = 0.8000



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