Quantile Function
Exponential distribution quantile function.
The quantile function for an exponential random variable is
for 0 <= p <= 1
, where λ
is the rate parameter.
Usage
var quantile = require( '@stdlib/stats/base/dists/exponential/quantile' );
quantile( p, lambda )
Evaluates the quantile function for a exponential distribution with rate parameter lambda
.
var y = quantile( 0.5, 0.1 );
// returns ~6.931
y = quantile( 0.2, 4.0 );
// returns ~0.056
If provided a probability p
outside the interval [0,1]
, the function returns NaN
.
var y = quantile( 1.9, 1.0 );
// returns NaN
y = quantile( -0.1, 1.0 );
// returns NaN
If provided NaN
as any argument, the function returns NaN
.
var y = quantile( NaN, 1.0 );
// returns NaN
y = quantile( 0.0, NaN );
// returns NaN
If provided lambda < 0
, the function returns NaN
.
var y = quantile( 0.4, -1.0 );
// returns NaN
quantile.factory( lambda )
Returns a function for evaluating the quantile function of an exponential distribution with rate parameter lambda
.
var myquantile = quantile.factory( 4.0 );
var y = myquantile( 0.2 );
// returns ~0.056
y = myquantile( 0.9 );
// returns ~0.576
Examples
var randu = require( '@stdlib/random/base/randu' );
var quantile = require( '@stdlib/stats/base/dists/exponential/quantile' );
var lambda;
var p;
var y;
var i;
for ( i = 0; i < 10; i++ ) {
p = randu();
lambda = randu() * 10.0;
y = quantile( p, lambda );
console.log( 'p: %d, λ: %d, Q(p;λ): %d', p.toFixed( 4 ), lambda.toFixed( 4 ), y.toFixed( 4 ) );
}