Namespace:
Extreme.Statistics.Distributions
Assembly:
Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.1
public virtual double InverseDistributionFunction(
double probability
)
Public Overridable Function InverseDistributionFunction (
probability As Double
) As Double
public:
virtual double InverseDistributionFunction(
double probability
)
abstract InverseDistributionFunction :
probability : float -> float
override InverseDistributionFunction :
probability : float -> float Parameters
- probability
- Type: SystemDouble
A real number between 0 and 1.
Return Value
Type:
DoubleThe 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.
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.
Reference