GeneralizedParetoDistribution.InverseDistributionFunction Method

Returns the inverse of the DistributionFunction(Double).

Definition

Namespace: Numerics.NET.Statistics.Distributions
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.4

public override double InverseDistributionFunction(
	double probability
)

Visual Basic

Public Overrides Function InverseDistributionFunction ( 
	probability As Double
) As Double

C++/CLI

public:
virtual double InverseDistributionFunction(
	double probability
) override

abstract InverseDistributionFunction : 
        probability : float -> float 
override InverseDistributionFunction : 
        probability : float -> float

Parameters

probability Double: A real number between 0 and 1.

Return Value

Double
The 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

ArgumentOutOfRangeException

probability is less than zero or greater than 1.