Investment Studio > Expressions > Functions > Statistical > EXPONINV

float exponinv(float probability, float lambda)

Returns the inverse of the exponential CDF (Cumulative Distribution Function): if probability = expondist(x, lambda, TRUE), then exponinv(probability, lambda) = x.

probability must be in the range [0, 1].

lambda must be >= 0.

Example

The time interval x such that the probability of at least one radioactive decay occurring during x is 90%, given an average intensity of 120 decays / hour, is

=exponinv(90%, 120)

» 0.0191 hours (1 minute, 9 seconds). If we require 99% probability of registering at least one decay, we must wait

=exponinv(99%, 120)

» 0.03837 hours (2 minutes, 18 seconds).

See also expondist, gammainv.