IMSL C# Numerical Library

Cdf.InverseUniform Method 

Returns the inverse of the uniform cumulative probability distribution function.

public static double InverseUniform(
   double p,
   double aa,
   double bb
);

Parameters

p
A double scalar value representing the probability for which the inverse uniform function is to be evaluated.
aa
A double scalar value representing the minimum value.
bb
A double scalar value representing the maximum value.

Return Value

A double scalar value. The probability that a uniform random variable takes a value less than or equal to this returned value is p.

See Also

Cdf Class | Imsl.Stat Namespace