EXPIN

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