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ExponentialDistributionInnerInverseDistributionFunction Method
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Gets the inverse of the cumulative distribution function (icdf) for
this distribution evaluated at probability p. This function
is also known as the Quantile function.
Namespace:
Accord.Statistics.Distributions.Univariate
Assembly:
Accord.Statistics (in Accord.Statistics.dll) Version: 3.8.0
Syntax protected internal override double InnerInverseDistributionFunction(
double p
)
Protected Friend Overrides Function InnerInverseDistributionFunction (
p As Double
) As Double
Request Example
View SourceParameters
- p
- Type: SystemDouble
Return Value
Type:
DoubleRemarks
The Inverse Cumulative Distribution Function (ICDF) specifies, for
a given probability, the value which the random variable will be at,
or below, with that probability.
The Exponential ICDF is defined as ICDF(p) = -ln(1-p)/λ.
See Also