expinv

Exponential inverse cumulative distribution function

Syntax

X = expinv(P,mu)
[X,XLO,XUP] = expinv(P,mu,pcov,alpha)


Description

X = expinv(P,mu) computes the inverse of the exponential cdf with parameters specified by mean parameter mu for the corresponding probabilities in P. P and mu can be vectors, matrices, or multidimensional arrays that all have the same size. A scalar input is expanded to a constant array with the same dimensions as the other input. The parameters in mu must be positive and the values in P must lie on the interval [0 1].

[X,XLO,XUP] = expinv(P,mu,pcov,alpha) produces confidence bounds for X when the input mean parameter mu is an estimate. pcov is the variance of the estimated mu. alpha specifies 100(1 - alpha)% confidence bounds. The default value of alpha is 0.05. XLO and XUP are arrays of the same size as X containing the lower and upper confidence bounds. The bounds are based on a normal approximation for the distribution of the log of the estimate of mu. If you estimate mu from a set of data, you can get a more accurate set of bounds by applying expfit to the data to get a confidence interval for mu, and then evaluating expinv at the lower and upper end points of that interval.

The inverse of the exponential cdf is

$$x=F^{-1}(p|\mu )=-\mu \ln (1-p)$$

The result, x, is the value such that an observation from an exponential distribution with parameter µ will fall in the range [0 x] with probability p.

Examples

Let the lifetime of light bulbs be exponentially distributed with µ = 700 hours. What is the median lifetime of a bulb?

expinv(0.50,700)
ans =
 485.2030

Suppose you buy a box of “700 hour” light bulbs. If 700 hours is the mean life of the bulbs, half of them will burn out in less than 500 hours.

Extended Capabilities

C/C++ Code Generation
Generate C and C++ code using MATLAB® Coder™.

GPU Arrays

Accelerate code by running on a graphics processing unit (GPU) using Parallel Computing Toolbox™.

This function fully supports GPU arrays. For more information, see Run MATLAB Functions on a GPU (Parallel Computing Toolbox).