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NormalDistributionInverseCDF Method

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

Namespace:  CenterSpace.NMath.Core
Assembly:  NMath (in NMath.dll) Version: 7.3
Syntax
public override double InverseCDF(
	double p
)

Parameters

p
Type: SystemDouble
A probability between 0 and 1.

Return Value

Type: Double
The value x such that the cumulative density function evaluated at x yields p.
Remarks
If p is greater than 1 or less than zero, Double.NaN (Not-a-Number) is returned.
See Also