GEOIN

This function evaluates the inverse of the geometric cumulative probability distribution function.

Function Return Value

GEOIN — Integer function value. The probability that a geometric 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 geometric cumulative distibution function is to be evaluated. P must be in the open interval (0, 1). (Input)

PIN — Probability parameter for each independent trial (the probability of success for each independent trial). PIN must be in the open interval (0, 1). (Input)

FORTRAN 90 Interface

Generic: GEOIN (P, PIN)

Specific: The specific interface names are S_GEOIN and D_GEOIN.

FORTRAN 77 Interface

Single: GEOIN (P, PIN)

Double: The double precision name is DGEOIN.

Description

The function GEOIN evaluates the inverse distribution function of a geometric random variable with parameter PIN. The inverse of the CDF is defined as the smallest integer x such that the geometric CDF is not less than a given value P, 0 < P < 1.

Example

In this example, we evaluate the inverse probability function at PIN = 0.25, P = 0.6835.

 

USE UMACH_INT

USE GEOIN_INT

IMPLICIT NONE

INTEGER NOUT, IX

REAL P, PIN

CALL UMACH(2, NOUT)

PIN = 0.25

P = 0.6835

IX = GEOIN(P, PIN)

WRITE (NOUT, 99999) P, PIN, IX

99999 FORMAT (' GEOIN(', F4.2, ', ', F6.4 ') = ', I2)

END

Output

 

GEOIN(0.6835, 0.25) = 3