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C Library Functions  - dexppf (3)

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NAME

dexppf(3f) - [M_datapac:PERCENT_POINT] compute the double exponential percent point function

CONTENTS

Synopsis
Description
Input Arguments
Output Arguments
Examples
Author
Maintainer
License
References

SYNOPSIS

SUBROUTINE DEXPPF(P,Ppf)

       REAL(kind=wp),intent(in)  :: P
       REAL(kind=wp),intent(out) :: Ppf

DESCRIPTION

DEXPPF(3f) computes the percent point 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)).

Note that the percent point function of a distribution is identically the same as the inverse cumulative distribution function of the distribution.

INPUT ARGUMENTS

P	The value (between 0.0 and 1.0, EXCLUSIVELY) at which the percent point function is to be evaluated.

OUTPUT ARGUMENTS

PPF	The percent point function value.

EXAMPLES

Sample program:

   program demo_dexppf
   use M_datapac, only : dexppf
   implicit none
   ! call dexppf(x,y)
   end program demo_dexppf

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o	Filliben, Simple and Robust Linear Estimation of the Location Parameter of a Symmetric Distribution (Unpublished PH.D. Dissertation, Princeton University), 1969, pages 21-44, 229-231.
o	Filliben, ’The Percent Point Function’, (Unpublished Manuscript), 1970, pages 28-31.
o	Johnson and Kotz, Continuous Univariate Distributions--2, 1970, pages 22-36.

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Nemo Release 3.1

dexppf (3)

February 23, 2025

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