geoppf(3f) - [M_datapac:PERCENT_POINT] compute the geometric percent point function
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SUBROUTINE GEOPPF(P,Ppar,Ppf)
geoppf(3f) computes the percent point function value for the geometric distribution with REAL bernoulli probability parameter = ppar.the geometric distribution used herein has mean = (1-ppar)/ppar and standard deviation = sqrt((1-ppar)/(ppar*ppar))).
this distribution is defined for all non-negative integer x--x = 0, 1, 2, ... .
this distribution has the probability function
f(x) = ppar * (1-ppar)**x.the geometric distribution is the distribution of the number of failures before obtaining 1 success in an indefinite sequence of bernoulli (0,1) trials where the probability of success in a precision trial = ppar.
note that the percent point function of a distribution is identically the same as the inverse cumulative distribution function of the distribution.
X description of parameter Y description of parameter
Sample program:
program demo_geoppf use M_datapac, only : geoppf implicit none ! call geoppf(x,y) end program demo_geoppfResults:
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 FELLER, AN INTRODUCTION TO PROBABILITY THEORY AND ITS APPLICATIONS, VOLUME 1, EDITION 2, 1957, pages 155-157, 210. o NATIONAL BUREAU OF STANDARDS APPLIED MATHEMATICS SERIES 55, 1964, page 929.
Nemo Release 3.1 | geoppf (3) | February 23, 2025 |