DeltaInverseCdf Method (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 override double InverseCdf(
	double pvalue
)

Parameters

pvalue: Type: SystemDouble
Probability value in [0..1].

Return Value

Type: Double
Value of random variable.

Reference

Delta Class

InverseCdf Overload

FinMath.Statistics.Distributions Namespace

DeltaAddLanguageSpecificTextSet("LSTF8CD4E58_0?cpp=::|nu=.");InverseCdf Method (Double)

Parameters

Return Value

Reference

DeltaInverseCdf Method (Double)