PiecewiseDistribution.InverseDistributionFunction 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#
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 such as the ContinuousUniformDistribution, the method retuns the lower bound if probability is zero, and the upper bound if probability is equal to 1.

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.

When probability is zero, LowerBound is returned. When probability is 1, UpperBound is returned.

The InverseDistributionFunction(Double) function is the inverse of the Cumulative Distribution Function.

Exceptions

ArgumentOutOfRangeExceptionprobability is less than zero or greater than 1.

See Also