ContinuousDistribution..::..InverseDistributionFunction Method

ContinuousDistribution Class See Also

Returns the inverse of the DistributionFunction(Double).

Namespace: Extreme.Statistics.Distributions
Assembly: Extreme.Numerics.Net40 (in Extreme.Numerics.Net40.dll) Version: 4.2.11333.0 (4.2.12253.0)

Syntax

C#
public virtual double InverseDistributionFunction( double probability )

Visual Basic (Declaration)
Public Overridable Function InverseDistributionFunction ( _ probability As Double _ ) As Double

Visual C++
public: virtual double InverseDistributionFunction( double probability )

F#
abstract InverseDistributionFunction : probability:float -> float override InverseDistributionFunction : probability:float -> float

Parameters

probability: Type: System..::..Double
A real number between 0 and 1.

Return Value

The sample value at the specified percentile. For a bounded distribution, the method retuns the lower bound if probability is zero, and the upper bound if probability is equal to 1.

Remarks

This method returns the value x for which the probability of obtaining a sample less than or equal to x is equal to probability.

The InverseDistributionFunction(Double) function is the inverse of the Cumulative Distribution Function.

Exceptions

Exception	Condition
System..::..ArgumentOutOfRangeException	probability is less than zero or greater than 1.