StudentTDistribution.InverseDistributionFunction Method

Definition

Namespace: Numerics.NET.Statistics.Distributions
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.9.0

Overload List

InverseDistributionFunction(Double)

Returns the inverse of the DistributionFunction(Double).
C#
public override double InverseDistributionFunction(
	double probability
)

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, greater than 1, or NaN.

InverseDistributionFunction(Double, Double)

Returns the inverse of the DistributionFunction(Double).
C#
public static double InverseDistributionFunction(
	double probability,
	double degreesOfFreedom
)

Parameters

probability  Double
A real number between 0 and 1.
degreesOfFreedom  Double
The number of degrees of freedom.

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.

ArgumentOutOfRangeException

degreesOfFreedom is nonpositive or NaN.

See Also