Assembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
C# |
---|
public static double Exponential( double x, double scale ) |
Visual Basic (Declaration) |
---|
Public Shared Function Exponential ( _ x As Double, _ scale As Double _ ) As Double |
Visual C++ |
---|
public: static double Exponential( double x, double scale ) |
Parameters
- x
- Type: System..::.Double
A double scalar value representing the argument at which the function is to be evaluated.
- scale
- Type: System..::.Double
A double scalar value representing the scale parameter, .
Return Value
A double scalar value representing the probability that an exponential random variable takes on a value less than or equal to x.Remarks
Method Cdf.Exponential is a special case of the gamma distribution function, which evaluates the distribution function, F, with scale parameter b and shape parameter a, used in the gamma distribution function equal to 1.0. That is,
where is the gamma function. (The gamma function is the integral from 0 to of the same integrand as above). The value of the distribution function at the point x is the probability that the random variable takes a value less than or equal to x.
If x is less than or equal to 1.0, Cdf.Gamma uses a series expansion. Otherwise, a continued fraction expansion is used. (See Abramowitz and Stegun, 1964.)