UNIN

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

Function Return Value

UNIN — Function value, the value of the inverse of the cumulative distribution function. (Output)

Required Arguments

P — Probability for which the inverse of the uniform cumulative distribution function is to be evaluated. (Input)

A — Location parameter of the uniform cumulative distribution function. (Input)

B — Value used to compute the scale parameter (B ‑ A) of the uniform cumulative distribution function. (Input)

FORTRAN 90 Interface

Generic: UNIN (P, A, B)

Specific: The specific interface names are S_UNIN and D_UNIN.

FORTRAN 77 Interface

Single: UNIN (P, A, B)

Double: The double precision name is DUNIN.

Description

The function UNIN evaluates the inverse distribution function of a uniform random variable with location parameter A and scale parameter (B ‑ A).

Example

In this example, we evaluate the inverse probability function at P = 0.80, A = 0.25, B = 0.75.

 

USE UMACH_INT

USE UNIN_INT

IMPLICIT NONE

INTEGER NOUT

REAL X, A, B, P

CALL UMACH(2, NOUT)

P = 0.80

A = 0.25

B = 0.75

X = UNIN(P, A, B)

WRITE (NOUT, 99999) P, A, B, X

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

END

Output

 

UNIN(0.80, 0.25, 0.75) = 0.6500