NormalDistribution.InverseCdf Method

Definition

Namespace: Numerics.NET.Statistics.Distributions
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.6

Overload List

InverseCdf(Double)	Returns the inverse of the DistributionFunction(Double).
InverseCdf(Double, Double, Double)	Returns the inverse of the DistributionFunction(Double).

InverseCdf(Double, Double, Double)

Returns the inverse of the DistributionFunction(Double).

public static double InverseCdf(
	double probability,
	double mean,
	double standardDeviation
)

Visual Basic

Public Shared Function InverseCdf ( 
	probability As Double,
	mean As Double,
	standardDeviation As Double
) As Double

C++/CLI

public:
static double InverseCdf(
	double probability, 
	double mean, 
	double standardDeviation
)

static member InverseCdf : 
        probability : float * 
        mean : float * 
        standardDeviation : float -> float

Parameters

probability Double: A real number between 0 and 1.
mean Double: The mean value of the parameter.
standardDeviation Double: The standard deviation of the distribution.

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.

-or-

standardDeviation is less than zero.