Chi Square Distribution.Inverse Cdf Method
Definition
Namespace: Numerics.NET.Statistics.Distributions
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.6
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.6
Overload List
Inverse | Returns the inverse of the DistributionFunction(Double). |
Inverse | Returns the inverse of the DistributionFunction(Double). |
InverseCdf(Double, Double)
Returns the inverse of the DistributionFunction(Double).
public static double InverseCdf(
double probability,
double degreesOfFreedom
)
Parameters
- probability Double
- A real number between 0 and 1.
- degreesOfFreedom Double
- The degrees of freedom of the distribution.
Return Value
DoubleThe sample value at the specified percentile. For a bounded distribution, the method retuns the lower bound if probability is zero, and the upper bound if probability is equal to 1.
Remarks
This method returns the value x for which the probability of obtaining a sample less than or equal to x is equal to probability.
The InverseDistributionFunction(Double) function is the inverse of the Cumulative Distribution Function.
Exceptions
Argument | probability is less than zero or greater than 1. -or- degreesOfFreedom is less than or equal to zero. |