Example: Inverse of a User-Supplied Cumulative Distribution Function

In this example, InverseCdf is used to compute the point such that the probability is 0.9 that a standard normal random variable is less than or equal to the computed point. 
using System;
using Imsl.Stat;

public class InverseCdfEx1 : ICdfFunction
{	
	public double CdfFunction(double x) 
	{
		return Cdf.Normal(x);
	}

	public static void  Main(String[] args)
	{
		double p = 0.9; ;
		ICdfFunction normal = new InverseCdfEx1();
		InverseCdf inv = new InverseCdf(normal);
		inv.Tolerance = 1.0e-10;
		double x1 = inv.Eval(p, 0.0);
		Console.Out.WriteLine
			("The 90th percentile of a standard normal is " + x1);
	}
}

Output

The 90th percentile of a standard normal is 1.2815515655446
Link to C# source.