Summary
Inverse Gaussian distribution point percent function (PPF).Unit
Probabilities
Declaration
Procedure InverseGaussianCDFInv(P: TDenseMtxVec; mu, lambda: TSample; Res: TDenseMtxVec);
Description
Calculates the inverse Wald CDF for probability P using the parameters mu and lambda. The results are stored in vector Res. The Res Length and Complex properties are adjusted automatically. If vector P is complex, an exception is raised.Declaration
Function InverseGaussianCDFInv(p: TSample; mu, lambda: TSample): TSample;
Result
the inverse Gaussian distribution point percent function (PPF) for probability p using the parameters mu and lambda. Probability p must lie on the interval [0,1] and mu, lambda must both be positive, otherwise the result is NAN. The inverse CDF is defined by the following equation:
Categories
Continuous probabilities| Copyright 2008 Dew Research |