dexpdf(3f) - [M_datapac:PROBABILITY_DENSITY] compute the double exponential probability density function
Synopsis
Description
Input Arguments
Output Arguments
Examples
Author
Maintainer
License
References
SUBROUTINE DEXPDF(X,Pdf)
REAL(kind=wp),intent(in) :: X REAL(kind=wp),intent(out) :: Pdf
DEXPDF(3f) computes the probability density function value for the double exponential (Laplace) distribution with mean = 0 and standard deviation = sqrt(2).This distribution is defined for all X and has the probability density function
f(X) = 0.5*exp(-abs(X))
X The value at which the probability density function is to be evaluated.
The probability density function value.
Sample program:
program demo_dexpdf !@(#) line plotter graph !@(#) of probability density function for Laplace distribution use M_datapac, only : dexpdf, plott, label implicit none real,allocatable :: x(:), y(:) integer :: i call label(dexpdf) x=[(real(i),i=-100,100,1)] if(allocated(y))deallocate(y) allocate(y(size(x))) do i=1,size(x) call dexpdf(x(i)/10.0,y(i)) enddo call plott(x,y,size(x)) end program demo_dexpdfResults:
The original DATAPAC library was written by James Filliben of the Statistical Engineering Division, National Institute of Standards and Technology.
John Urban, 2022.05.31
CC0-1.0
o Johnson and Kotz, Continuous Univariate Distributions--2, 1970, pages 22-36.
Nemo Release 3.1 | dexpdf (3) | February 23, 2025 |