DUDistributionInverseCdf Method
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Inverse cumulative distribution function. Is userful for quatile generation.
Function will return random variable value such that probability that distribution sample
will get value less than or equal to returned value is equal to specified probability.
Note. Handle special cases pvalue = 0 and pvalue = 1 separately if results Int32.MinValue and Int32.MaxValue respectively are not expected ones.
Namespace:
FinMath.Statistics.Distributions
Assembly:
FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax public virtual int InverseCdf(
double pvalue
)
Parameters
- pvalue
- Type: SystemDouble
Probability value in [0..1].
Return Value
Type:
Int32Value of random variable.
See Also