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

protected double InverseCdfUsingBracket(
	double p,
	double lowerBound,
	double upperBound
)

Protected Function InverseCdfUsingBracket ( 
	p As Double,
	lowerBound As Double,
	upperBound As Double
) As Double

protected:
double InverseCdfUsingBracket(
	double p, 
	double lowerBound, 
	double upperBound
)

member InverseCdfUsingBracket : 
        p : float * 
        lowerBound : float * 
        upperBound : float -> float

Double
The value x such that CDF(x) = p.