Landauinv
Contents
Definition:
x = Landauinv(p,mu,sigma) takes the probability p, location parameters mu and scale parameter sigma of the Landau distribution, computes the deviate x.
Syntax
double landauinv(double p, double mu, double sigma)
Parameters:
p
- Input, double. The probability,
/math-83878c91171338902e0fe0fb97a8c47a.png "p")
, from the required Landau distribution /math-35588f25c5c4e4c3820c020189c0692e.png "( 0<p<1)")
.
mu
- Input, double. Location parameter of the Landau distribution
/math-f020c6b7428e8991d72c9bf1cf821cab.png "(-\infty < \mu< \infty)")
.
sigma
- Input, double. Scale parameter of the Landau distribution
/math-555cde78e7532dae968faaa9ca9841c0.png "( 0< \sigma< \infty)")
.
Example:
- Landauinv (0.2, 1, 2) = 0.69287867482898