C Library Functions  - geoppf (3)

NAME

geoppf(3f) - [M_datapac:PERCENT_POINT] compute the geometric percent point function

CONTENTS

Synopsis
Description
Options
Examples
Author
Maintainer
License
References

SYNOPSIS

SUBROUTINE GEOPPF(P,Ppar,Ppf)

DESCRIPTION

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.

OPTIONS

X description of parameter
Y description of parameter

EXAMPLES

Sample program:

   program demo_geoppf
   use M_datapac, only : geoppf
   implicit none
   ! call geoppf(x,y)
   end program demo_geoppf

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 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) July 22, 2023
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