NoncentralTDistributionInverseCDF Method

Returns the inverse cumulative density function evaluated at the given value.

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4

Syntax

public override double InverseCDF(
	double p
)

Public Overrides Function InverseCDF ( 
	p As Double
) As Double

public:
virtual double InverseCDF(
	double p
) override

abstract InverseCDF : 
        p : float -> float 
override InverseCDF : 
        p : float -> float

Parameters

p Double: A probability between 0 and 1.

Return Value

Double
The value x such that the cumulative density function evaluated at x yields p. If p non-zero and is less than 1E-8, Double.MinValue is returned and if p = 0, Double.NagativeInfinity is returned, and finally if p = 1, Double.PositiveInfinity is returned.

Reference

NoncentralTDistribution Class

CenterSpace.NMath.Core Namespace