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NormalInverseCdf 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
C#
public static double InverseCdf(
	double pvalue,
	double mean,
	double standardDeviation
)

Parameters

pvalue
Type: SystemDouble
Probability value in [0..1].
mean
Type: SystemDouble
Mean.
standardDeviation
Type: SystemDouble
Standard Deviation.

Return Value

Type: Double
Value of random variable.
See Also