exppdf, expcdf, expinv

[Thomas L. Scofield]

It's been a while since I got the latest sources for Octave.  It  
would probably have been in August, or perhaps Sept.---it was called  
version 3.1.51+ then.  Anyway, I've checked the bug reports since  
then and can find no record of a similar report.  The issue is the  
role of lambda for the exponential distribution commands.  The  
correct pdf for this distribution would have formula

    f(x) = lambda * exp(-lambda * x),    for  x >= 0

yielding a mean of lambda^(-1).  It seems as if these functions have  
been implemented with lambda reciprocated, as in

    f(x) = exp(-x / lambda) / lambda,    for  x >= 0

If I run R and plot the exponential distribution with lambda =  
1/36.85, I get a plot which can only be duplicated in Octave if I  
plot exppdf() with lambda = 36.85.  The expinv() and expcdf()  
commands are consistent with exppdf(), both opposite to R.

Thomas L. Scofield
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Associate Professor
Department of Mathematics and Statistics
Calvin College
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