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NormalDistributionInnerInverseDistributionFunction Method

Gets the inverse of the cumulative distribution function (icdf) for this distribution evaluated at probability p. This function is also known as the Quantile function.

Namespace:  Accord.Statistics.Distributions.Univariate
Assembly:  Accord.Statistics (in Accord.Statistics.dll) Version: 3.7.0
protected internal override double InnerInverseDistributionFunction(
	double p
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Type: SystemDouble

Return Value

Type: Double

The Inverse Cumulative Distribution Function (ICDF) specifies, for a given probability, the value which the random variable will be at, or below, with that probability.

The Normal distribution's ICDF is defined in terms of the standard normal inverse cumulative distribution function I as ICDF(p) = μ + σ * I(p).

See Also