CdfExponential Method |
Namespace: Imsl.Stat
Method Cdf.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, Cdf.Gamma uses a series expansion. Otherwise, a continued fraction expansion is used. (See Abramowitz and Stegun, 1964.)