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UniformDiscreteInverseCdf Method (Double, Int32, Int32)

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
C#
public static int InverseCdf(
	double pvalue,
	int leftBound,
	int rightBound
)

Parameters

pvalue
Type: SystemDouble
Probability value in [0..1].
leftBound
Type: SystemInt32
Inclusive lower bound.
rightBound
Type: SystemInt32
Inclusive upper bound.

Return Value

Type: Int32
Value of random variable.
See Also