Reflected Kernel Density Distribution.Inverse Distribution Function Method
Evaluates a quantile by bisection using the smaller probability tail.
Definition
Namespace: Numerics.NET.Statistics.Distributions
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.9.0
C#
The quantile, including support bounds at 0 and 1. NaN propagates. An unrepresentable unbounded-side quantile returns the corresponding infinity.
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.9.0
public override double InverseDistributionFunction(
double probability
)Parameters
- probability Double
- A probability in [0,1].
Return Value
DoubleThe quantile, including support bounds at 0 and 1. NaN propagates. An unrepresentable unbounded-side quantile returns the corresponding infinity.
Exceptions
| Argument | The probability is outside [0,1]. |