NormalDistribution.InverseDistributionFunction Method

Definition

Namespace: Extreme.Statistics.Distributions
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23

Overload List

InverseDistributionFunction(Double) Returns the sample value at the specified percentile.
InverseDistributionFunction(Double, Double, Double) Returns the inverse of the DistributionFunction(Double).

InverseDistributionFunction(Double)

Returns the sample value at the specified percentile.
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.

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

ArgumentOutOfRangeExceptionprobability is less than zero or greater than 1.

InverseDistributionFunction(Double, Double, Double)

Returns the inverse of the DistributionFunction(Double).
C# 
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

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

ArgumentOutOfRangeExceptionprobability is less than zero or greater than 1.

-or-

standardDeviation is less than zero.

See Also