- naginterfaces.library.stat.pdf_vavilov(x, comm)¶
pdf_vavilovreturns the value of the Vavilov density function .
It is intended to be used after a call to
For full information please refer to the NAG Library document for g01mu
The argument of the function.
- commdict, communication object
This argument must have been initialized by a prior call to
The value of the Vavilov density function .
- (errno )
Either the initialization function has not been called prior to the first call of this function or a communication array has become corrupted.
pdf_vavilovevaluates an approximation to the Vavilov density function given by
where and , is an arbitrary real constant and
is the exponential integral, and is Euler’s constant.
The method used is based on Fourier expansions. Further details can be found in Schorr (1974).
For values of , the Vavilov distribution can be replaced by the Landau distribution since . For values of , the Vavilov distribution can be replaced by a Gaussian distribution with mean and variance .
Schorr, B, 1974, Programs for the Landau and the Vavilov distributions and the corresponding random numbers, Comp. Phys. Comm. (7), 215–224