IDAX.QGEOM_H - High-tail inverse geometric distribution

The QGEOM_H function returns the value x of a variable that follows the geometric distribution for which the probability of being greater than x is equal to the specified percentage. x is the number of failures before the first success in a series of Bernoulli trials.

Syntax

IDAX.QGEOM_H(DOUBLE percentage, DOUBLE p)

Parameter descriptions

percentage
Mandatory.
The requested limit of the percentage.
If percentage is not in the range of 0 - 1, QGEOM_H(percentage,p) is null for all p values.
Min: 0.00000000001
Max: 0.99999999999
Data type: DOUBLE
p
Mandatory.
The probability of success.
If p is not in the range of 0 - 1, QGEOM_H(percentage,p) is null for all percentage values.
Min: 0.00000000001
Max: 0.99999999999
Data type: DOUBLE

QGEOM_H(perc,p) = QGEOM(1-perc,p) for all perc values and p values in the range of 0 - 1.

If PGEOM_H(x,p)=perc, QGEOM_H(perc,p)=x for all positive x values, and for p values in the range of 0 - 1.

Returned information

INT8 the point x where PGEOM_H(x,p)=percentage.