LaplaceInverseCdf Method (Double, Double, Double)

Inverse cumulative distribution function. Is useful for quantile calculation. Function will return value of random variable such that likelihood for this random variable to occur less than or equal to returned value equal to specified pvalue parameter.

Namespace: FinMath.Statistics.Distributions
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170

Syntax

Copy

public static double InverseCdf(
	double pvalue,
	double mean,
	double scale
)

Parameters

pvalue: Type: SystemDouble
Probability value in [0..1].
mean: Type: SystemDouble
Mean.
scale: Type: SystemDouble
Scale, must be positive.

Return Value

Type: Double
Value of random variable.

Reference

Laplace Class

InverseCdf Overload

FinMath.Statistics.Distributions Namespace

LaplaceAddLanguageSpecificTextSet("LSTD8924548_0?cpp=::|nu=.");InverseCdf Method (Double, Double, Double)

Parameters

Return Value

Reference

LaplaceInverseCdf Method (Double, Double, Double)