RALIN

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