MQL5 Reference / Standard Library / Mathematics / Statistics / Exponential distribution / MathQuantileExponential Previous  Next

MathQuantileExponential

For the specified probability, the function calculates the value of inverse exponential distribution function with the mu parameter. In case of error it returns NaN.

double  MathQuantileExponential(
   const double  probability,    // probability value of random variable occurrence
   const double  mu,             // parameter of the distribution (expected value)
   const bool    tail,           // flag of calculation, if false, then calculation is performed for 1.0-probability
   const bool    log_mode,       // flag of calculation, if log_mode=true, calculation is performed for Exp(probability)
   int&          error_code      // variable to store the error code
   );

For the specified probability, the function calculates the value of inverse exponential distribution function with the mu parameter. In case of error it returns NaN.

double  MathQuantileExponential(
   const double  probability,    // probability value of random variable occurrence
   const double  mu,             // parameter of the distribution (expected value)
   int&          error_code      // variable to store the error code
   );

For the specified probability[] array of probability values, the function calculates the value of inverse exponential distribution function with the mu parameter. In case of error it returns false. Analog of the qexp() in R.

double  MathQuantileExponential(
   const double& probability[],  // array with probability values of random variable
   const double  mu,             // parameter of the distribution (expected value)
   const bool    tail,           // flag of calculation, if false, then calculation is performed for 1.0-probability
   const bool    log_mode,       // flag of calculation, if log_mode=true, calculation is performed for Exp(probability)
   double&       result[]        // array with values of quantiles
   );

For the specified probability[] array of probability values, the function calculates the value of inverse exponential distribution function with the mu parameter. In case of error it returns false.

bool  MathQuantileExponential(
   const double& probability[],  // array with probability values of random variable
   const double  mu,             // parameter of the distribution (expected value)
   double&       result[]        // array with values of quantiles
   );

Parameters

probability

[in]  Probability value of random variable.

probability[]

[in]  Array with probability values of random variable.

mu

[in]  Parameter of the distribution (expected value).

tail

[in]  Flag of calculation, if false, then calculation is performed for 1.0-probability.

log_mode

[in]  Flag of calculation, if log_mode=true, calculation is performed for Exp(probability).

error_code

[out]  Variable to get the error code.

result[]

[out]  Array with values of quantiles.