Normal Distribution.Inverse Distribution Function Method
Definition
Namespace: Numerics.NET.Statistics.Distributions
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.3
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.3
Overload List
Inverse | Returns the inverse of the DistributionFunction(Double). |
Inverse | Returns the inverse of the DistributionFunction(Double). |
InverseDistributionFunction(Double)
Returns the inverse of the DistributionFunction(Double).
public override double InverseDistributionFunction(
double probability
)
Parameters
- probability Double
- A real number between 0 and 1.
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. |
InverseDistributionFunction(Double, Double, Double)
Returns the inverse of the DistributionFunction(Double).
public static double InverseDistributionFunction(
double probability,
double mean,
double standardDeviation
)
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
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- standardDeviation is less than zero. |