C Library Functions  - dexpdf (3)

NAME

dexpdf(3f) - [M_datapac:PROBABILITY_DENSITY] compute the double exponential probability density function

CONTENTS

Synopsis
Description
Input Arguments
Output Arguments
Examples
Author
Maintainer
License
References

SYNOPSIS

SUBROUTINE DEXPDF(X,Pdf)

       REAL(kind=wp),intent(in)  :: X
       REAL(kind=wp),intent(out) :: Pdf

DESCRIPTION

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))

INPUT ARGUMENTS

X The value at which the probability density function is to be evaluated.

OUTPUT ARGUMENTS

PDF The probability density function value.

EXAMPLES

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_dexpdf

Results:

AUTHOR

The original DATAPAC library was written by James Filliben of the Statistical Engineering Division, National Institute of Standards and Technology.

MAINTAINER

John Urban, 2022.05.31

LICENSE

CC0-1.0

REFERENCES

o Johnson and Kotz, Continuous Univariate Distributions--2, 1970, pages 22-36.


Nemo Release 3.1 dexpdf (3) July 22, 2023
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