Click or drag to resize

PoissonInverseCdf Method (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
C#
Copy
public static int InverseCdf(
	double pvalue,
	double lambda
)

Parameters

pvalue
Type: SystemDouble
Probability value in [0..1].
lambda
Type: SystemDouble
Distribution parameter. Must be positive.

Return Value

Type: Int32
Value of random variable.
See Also