poippf(3f) - [M_datapac:PERCENT_POINT] compute the Poisson percent point function
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SUBROUTINE POIPPF(P,Alamba,Ppf)
POIPPF(3f) computes the percent point function value at the precision precision value P for the Poisson distribution with REAL tail length parameter = alamba.the poisson distribution used herein has mean = alamba and standard deviation = sqrt(alamba). this distribution is defined for all discrete non-negative integer x--x = 0, 1, 2, ... .
this distribution has the probability function
f(x) = exp(-alamba) * alamba**x / x!.the poisson distribution is the distribution of the number of events in the interval (0,alamba) when the waiting time between events is exponentially distributed with mean = 1 and standard deviation = 1.
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_poippf use M_datapac, only : poippf implicit none ! call poippf(x,y) end program demo_poippfResults:
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, Discrete Distributions, 1969, pages 87-121,
especially page 102, Formula 36.1. --Hastings and Peacock, Statistical Distributions--A Handbook for Students and Practitioners, 1975, pages 108-113. o National Bureau of Standards Applied Mathematics Series 55, 1964,
page 929. --Feller, An Introduction to Probability Theory and Its Applications, Volume 1, Edition 2, 1957, pages 146-154. o Cox and Miller, The Theory of Stochastic Processes, 1965, page 7. o General Electric Company, Tables of the Individual and Cumulative Terms of Poisson Distribution, 1962. o Owen, Handbook of Statistical Tables, 1962, pages 259-261.
Nemo Release 3.1 | poippf (3) | February 23, 2025 |