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  • InverseCdf Method

ContinuousDistributionInverseCdf Method

Extreme Optimization Numerical Libraries for .NET Professional
Returns the inverse of the DistributionFunction(Double).

Namespace:  Extreme.Statistics.Distributions
Assembly:  Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.1
Syntax

C#
VB
C++
F#
Copy
public double InverseCdf(
	double probability
)
Public Function InverseCdf ( 
	probability As Double
) As Double
public:
double InverseCdf(
	double probability
)
member InverseCdf : 
        probability : float -> float 

Parameters

probability
Type: SystemDouble
A real number between 0 and 1.

Return Value

Type: Double
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.
Exceptions

ExceptionCondition
ArgumentOutOfRangeExceptionprobability is less than zero or greater than 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.

See Also

Reference

ContinuousDistribution Class
Extreme.Statistics.Distributions Namespace

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