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