Chapter 11: Probability Distribution Functions and Inverses

UNDIN

This function evaluates the inverse of the discrete uniform cumulative distribution function.

Function Return Value

UNDIN — Integer function value. The probability that a uniform 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 uniform cumulative distribution function is to be evaluated.  P must be nonnegative and less than or equal to 1.0. (Input)

N — Scale parameter.   N must be greater than 0.  (Input)

FORTRAN 90 Interface

Generic:                              UNDIN (P, N)

Specific:                             The specific interface names are S_UNDIN and D_UNDIN.

FORTRAN 77 Interface

Single:                                UNDIN (P, N)

Double:                              The double precision name is DUNDIN.

Description

The notation below uses the floor and ceiling function notation,  and.

The function UNDIN evaluates the inverse distribution function of a discrete uniform random variable with scale parameter N, defined

.

Example

In this example, we evaluate the inverse probability function at P = 0.6, N = 5.

 

      USE UMACH_INT
      USE UNDIN_INT
      IMPLICIT NONE

      INTEGER NOUT, N, IX

      REAL P

      CALL UMACH(2, NOUT)

      P = 0.60

      N = 5

      IX = UNDIN(P, N)

      WRITE (NOUT, 99999) P, N, IX

99999 FORMAT (' UNDIN(', F4.2, ', ', I2 ') = ', I2)

      END

Output

 

UNDIN(0.60,  5) =  3 



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