Evaluates the inverse of the normal (Gaussian) cumulative
probability distribution function.
Namespace: Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax public static double Normal(
double p
)
Public Shared Function Normal (
p As Double
) As Double
public:
static double Normal(
double p
)
static member Normal :
p : float -> float
Parameters
- p
- Type: SystemDouble
A double scalar value representing the probability at which
the function is to be evaluated.
Return Value
Type:
Double
A
double scalar value. The probability that a standard
normal random variable takes a value less than or equal to this
returned value is
p.
Remarks
Method
InvCdf.Normal evaluates the inverse of the distribution
function,
, of a standard normal
(Gaussian) random variable, that is,
InvCdf.Normal, where
The value of the distribution function at the point
x is the
probability that the random variable takes a value less than or
equal to
x. The standard normal distribution has a mean of 0
and a variance of 1.
See Also