Continuous
Returns the inverse of the DistributionFunction(Double).
Definition
Namespace: Extreme.Statistics.Distributions
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
C#
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.
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
public double InverseCdf(
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
| ArgumentOutOfRangeException | probability is less than zero or greater than 1. |