Tail Probability

Name

UxHwDoubleProbabilityGT, UxHwFloatProbabilityGT — Return the tail probability of a distribution beyond a cut-off value.

Synopsis

#include <uxhw.h>

double	UxHwDoubleProbabilityGT(double value, double cutoff);
float	UxHwFloatProbabilityGT(float value, float cutoff);

Description

The UxHwDoubleProbabilityGT() function returns the tail probability beyond cutoff of the distribution associated with value, on architectures that associate distributional information with floating-point values. Tail probability is defined as the probability of a random value from the value distribution to be greater than the cutoff value.

Parameters

• value — The distributional value to calculate the tail probability on.
• cutoff — The cutoff value used to calculate the tail probability.

Return values

The UxHwDoubleProbabilityGT() function returns a floating-point value equal to the tail probability beyond cutoff of the distribution associated with value. If value has no distribution associated with it, the function returns value > cutoff (either 1.0 or 0.0). If cutoff is NaN, or value is NaN with no associated distribution, the function returns -NaN. If the distribution associated with value carries NaN mass, the returned probability and the probability that value is less than or equal to cutoff sum to one minus that mass, rather than to one. See Handling of NaN.

✏️   Examples

#include <stdio.h>
#include <uxhw.h>

int
main(void)
{
  double	cutoff = 15.0;

  double	a = UxHwDoubleUniformDist(10.0, 20.0);
  double	tailProbability = UxHwDoubleProbabilityGT(a, cutoff);

  printf("Tail probability of `a` beyond cutoff %lf is %lf.\n", cutoff, tailProbability);

  return 0;
}