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ProbabilityDistributionInverseCdfUsingBracket Method

Uses a bracketing method to evaluate the inverse of cumulative distribution functions.

Namespace:  CenterSpace.NMath.Core
Assembly:  NMath (in NMath.dll) Version: 7.4
Syntax
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protected double InverseCdfUsingBracket(
	double p,
	double lowerBound,
	double upperBound
)

Parameters

p
Type: SystemDouble
A probability.
lowerBound
Type: SystemDouble
A lower bound for the inverse value.
upperBound
Type: SystemDouble
An upper bound for the inverse value.

Return Value

Type: Double
The value x such that CDF(x) = p.
See Also