Cauchy Distribution.Inverse Distribution Function Method
Returns the sample value at the specified percentile.
Definition
Namespace: Extreme.Statistics.Distributions
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
C#
The sample value at the specified percentile.
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
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.
Remarks
The percentile of a probability, probability, is the sample value x for which the probability of obtaining a sample less than or equal to x is probability.
The InverseDistributionFunction(Double) function is the inverse of the Cumulative Distribution Function.
Exceptions
ArgumentOutOfRangeException | probability is less than zero or greater than 1. |