IDAX.QEXP_H - High-tail inverse exponential distribution

The QEXP_H function returns the value x of a variable that follows the exponential distribution for which the probability of being greater than x is equal to the specified percentage.

Syntax

IDAX.QEXP_H(DOUBLE percentage, DOUBLE scale)

Parameter descriptions

percentage
Mandatory.
The requested limit of the percentage.
If percentage is not in the range of 0 - 1, QEXP_H(percentage,scale) is null for all scale values.
Min: 0.00000000001
Max: 0.99999999999
Data type: DOUBLE
scale
Mandatory.
The exponential scale.
If scale is 0 or less, QEXP_H(percentage,scale) is null for all percentage values.
Min: 0.00000000001
Data type: DOUBLE

QEXP_H(perc,scale)=QEXP(1-perc,scale) for scale values greater than 0 and for perc values in the range of 0 - 1.

If PEXP_H(x,scale)=perc, QEXP_H(perc,scale)=x.

Returned information

DOUBLE the point x where PEXP_H(x,scale)=percentage.