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ExponentialDistributionInnerInverseDistributionFunction Method

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
protected internal override double InnerInverseDistributionFunction(
	double p
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Type: SystemDouble

Return Value

Type: Double

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