Probabilities.ExpCDF Method

Overload List

#SignatureDescription
1procedure ExpCDF(const X: TDenseMtxVec; Mu: Double; const Res: TDenseMtxVec);Exponential CDF (vectorized).
2function ExpCDF(x: Double; Mu: Double): Double;Exponential cumulative distribution function (CDF).

Overload 1: procedure ExpCDF(const X: TDenseMtxVec; Mu: Double; const Res: TDenseMtxVec);

Exponential CDF (vectorized).

#NameDescription
1XDefines distribution domain, real vector or matrix with positive values or zero.
2MuDefines distribution rate parameter. Mu must be a positive scalar.
3ResAfter calculation stores the CDF calculated from X and Mu. Length and Complex properties of Res are adjusted automatically to match Length and Complex properties of X.

Result: stored in self (calling object)

Overload 2: function ExpCDF(x: Double; Mu: Double): Double;

Exponential cumulative distribution function (CDF).

#NameDescription
1xFunction domain, real value >= 0.
2MuScale parameter (= the distribution mean), real value > 0.

Returns: Double - the exponential cumulative distribution function (CDF) at x for scale (mean) Mu. Returns 0 when Mu <= 0 (NOT NAN).

Remarks:

Computes the exponential CDF

CDF(x|mu)=1/mu integral _0 ^x exp (-t/mu) dt = 1-exp (-x/mu)

The result is the probability that an observation falls in [0,x][0,x], lies in [0,1][0,1] and is monotone non-decreasing. Domain: x >= 0, mu > 0. For mu <= 0 the result is 0 (not NAN).

See Also: Probabilities.ExpPDF, Probabilities.ExpCDFInv