What does ExE conformable mean?

ExE stands for "element by element". It means that all operations are scalar operations. For example, the most obvious case is with a scalar and a vector or matrix like this:

a = 2;
b = { 1.3,
      5.2 };
c = a .* b;

which assigns c to be equal to:

c =  2.6
    10.4

This same

a = { 0.5,
      0.75 };
b = { 4,
      2 };
c = a .* b;

performs ExE multipliction and assigns the following vector to c:

c = 2
   1.5

The same principle also applies to some GAUSS intrinsic functions, for example cdfBeta.

p1 = cdfBeta(0.5, 2, 3);
p2 = cdfBeta(0.5, 2, 4);

will assign a and b as follows:

p1 = 0.6875
p2 = 0.8125

However, we also have the option of passing in a vector for the final output like this:

b = { 3,
      4 };
p = cdfBeta(0.5, 2, b);

which will assign p to:

p = 0.6875
    0.8125