EXPINV
Updated: 31 July 2010
Use EXPINV to calculate the inverse of the cumulative distribution function of the exponential distribution.
The equation for the cumulative distribution function is:
Syntax
SELECT [wctStatistics].[wct].[EXPINV] (
<@CDF, float,>
,<@Lambda, float,>)
Arguments
@CDF
is the cumulative distribution function. @CDF is an expression of type float or of a type that implicitly converts to float.
@Lambda
is the parameter value. @Lambda is an expression of type float or of a type that implicitly converts to float.
Return Types
float
Remarks
· @P must be greater than or equal to zero and less than on (0 ≤ @P < 1).
· @Lambda must be greater than zero (0 < @Lambda).
Examples
Calculate the cumulative distribution function:
SELECT wct.EXPONDIST(0.75, 9.5, 'True')
This produces the following result
----------------------
0.999195266989875
(1 row(s) affected)
Calculate the inverse:
SELECT dbo.EXPINV(0.999195266989875,9.5)
This produces the following result
----------------------
0.749999999999955
(1 row(s) affected)