3.5.3.3.12 Landauinv


Definition:

x = Landauinv(p,mu,sigma) takes the probability p, location parameters mu and scale parameter sigma of the Landau distribution, computes the deviate x.

Syntax

double landauinv(double p, double mu, double sigma)

Parameters:

p

Input, double. The probability,p, from the required Landau distribution ( 0<p<1).

mu

Input, double. Location parameter of the Landau distribution (-\infty < \mu< \infty).

sigma

Input, double. Scale parameter of the Landau distribution ( 0< \sigma< \infty).

Example:

Landauinv (0.2, 1, 2) = 0.69287867482898
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