# expinv

Exponential inverse cumulative distribution function

## Syntax

``x = expinv(p)``
``x = expinv(p,mu)``
``[x,xLo,xUp] = expinv(p,mu,pCov)``
``[x,xLo,xUp] = expinv(p,mu,pCov,alpha)``

## Description

````x = expinv(p)` returns the inverse cumulative distribution function (icdf) of the standard exponential distribution, evaluated at the values in `p`.```

example

````x = expinv(p,mu)` returns the icdf of the exponential distribution with mean `mu`, evaluated at the values in `p`.```

example

````[x,xLo,xUp] = expinv(p,mu,pCov)` also returns the 95% confidence interval [`xLo`,`xUp`] of `x` when `mu` is an estimate with variance `pCov`.```
````[x,xLo,xUp] = expinv(p,mu,pCov,alpha)` specifies the confidence level for the confidence interval [`xLo` `xUp`] to be `100(1–alpha)`%.```

## Examples

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Assume that the lifetime of light bulbs are exponentially distributed with a mean of `700` hours. Find the median lifetime using `expinv`.

`expinv(0.50,700)`
```ans = 485.2030 ```

Half of the light bulbs will burn out within the first 485 hours of use.

Find a confidence interval estimating the median using exponentially distributed data.

Generate a sample of `1000` exponentially distributed random numbers with mean 5.

```rng('default') % For reproducibility x = exprnd(5,100,1);```

Estimate the mean with a confidence interval.

`[muhat,muci] = expfit(x)`
```muhat = 4.5852 ```
```muci = 2×1 3.8043 5.6355 ```

Estimate the variance of the mean estimate.

`[~,pCov] = explike(muhat,x)`
```pCov = 0.2102 ```

Create a confidence interval for the median.

```[x,xLo,xUp] = expinv(0.5,muhat,pCov); xCi = [xLo; xUp]```
```xCi = 2×1 2.6126 3.8664 ```

Alternatively, compute a more accurate confidence interval for `x` by evaluating `expinv` on the confidence interval `muci`.

`xCi2 = expinv(0.5,muci)`
```xCi2 = 2×1 2.6369 3.9062 ```

## Input Arguments

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Probability values at which to evaluate the icdf, specified as a scalar value or an array of scalar values, where each element is in the range `[0,1]`.

• To evaluate the icdf at multiple values, specify `p` using an array.

• To evaluate the icdfs of multiple distributions, specify `mu` using an array.

If either or both of the input arguments `p` and `mu` are arrays, then the array sizes must be the same. In this case, `expinv` expands each scalar input into a constant array of the same size as the array inputs. Each element in `x` is the icdf value of the distribution specified by the corresponding element in `mu`, evaluated at the corresponding element in `p`.

Example: `[0.1,0.5,0.9]`

Data Types: `single` | `double`

Mean of the exponential distribution, specified as a positive scalar value or an array of positive scalar values.

• To evaluate the icdf at multiple values, specify `p` using an array.

• To evaluate the icdfs of multiple distributions, specify `mu` using an array.

If either or both of the input arguments `p` and `mu` are arrays, then the array sizes must be the same. In this case, `expinv` expands each scalar input into a constant array of the same size as the array inputs. Each element in `x` is the icdf value of the distribution specified by the corresponding element in `mu`, evaluated at the corresponding element in `p`.

Example: `[1 2 3 5]`

Data Types: `single` | `double`

Variance of the estimate of `mu`, specified as a positive scalar.

You can estimate `mu` from data by using `expfit`. You can then estimate the variance of `mu` by using `explike`. The resulting confidence interval bounds are based on a normal approximation for the distribution of the log of the `mu` estimate. You can get a more accurate set of bounds by applying `expinv` to the confidence interval returned by `expfit`. For an example, see Confidence Interval of Exponential icdf Value.

Example: 0.10

Data Types: `single` | `double`

Significance level for the confidence interval, specified as a scalar in the range (0,1). The confidence level is `100(1–alpha)`%, where `alpha` is the probability that the confidence interval does not contain the true value.

Example: `0.01`

Data Types: `single` | `double`

## Output Arguments

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icdf values evaluated at the probability values in `p`, returned as a scalar value or an array of scalar values. `x` is the same size as `p` and `mu` after any necessary scalar expansion. Each element in `x` is the icdf value of the distribution specified by the corresponding element in `mu`, evaluated at the corresponding element in `p`.

Lower confidence bound for `x`, returned as a scalar value or an array of scalar values. `xLo` has the same size as `x`.

Upper confidence bound for `x`, returned as a scalar value or an array of scalar values. `xUp` has the same size as `x`.

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### Exponential icdf

The exponential distribution is a one-parameter family of curves. The parameter μ is the mean.

The icdf of the exponential distribution is

`$x={F}^{-1}\left(p|\mu \right)=-\mu \mathrm{ln}\left(1-p\right).$`

The result x is the value such that an observation from an exponential distribution with parameter µ will falls in the range [0,x] with probability p. A common alternative parameterization of the exponential distribution is to use λ defined as the mean number of events in an interval as opposed to μ, which is the mean wait time for an event to occur. λ and μ are reciprocals.

## Alternative Functionality

• `expinv` is a function specific to the exponential distribution. Statistics and Machine Learning Toolbox™ also offers the generic function `icdf`, which supports various probability distributions. To use `icdf`, create an `ExponentialDistribution` probability distribution object and pass the object as an input argument or specify the probability distribution name and its parameters. Note that the distribution-specific function `expinv` is faster than the generic function `icdf`.

## Version History

Introduced before R2006a