Evaluates the exponential cumulative probability distribution function.
double
scalar value representing the argument at which the function is to be evaluated. double
scalar value representing the scale parameter, b. A double
scalar value representing the probability that an exponential random variable takes on a value less than or equal to x
.
Method Exponential
is a special case of the gamma distribution function, which evaluates the distribution function, F, with scale parameter b and shape parameter a used in the gamma distribution function, equal to 1.0. That is,
where is the gamma function. (The gamma function is the integral from 0 to of the same integrand as above). The value of the distribution function at the point x is the probability that the random variable takes a value less than or equal to x.
If x
is less than or equal to 1.0, Gamma
uses a series expansion. Otherwise, a continued fraction expansion is used. (See Abramowitz and Stegun, 1964.)
Cdf Class | Imsl.Stat Namespace | Example