Summary
Normal distribution point percent function (PPF).Unit
Probabilities
Declaration
Procedure NormalCDFInv(P: TDenseMtxVec; mu, sigma: TSample; Res: TDenseMtxVec);
Description
Calculates the inverse normal CDF for probability vector P using the parameters Mu and Sigma. The results are stored in vector Res. The Res Length and Complex properties are adjusted automatically. If vector X is complex, an exception is raised.Declaration
Function NormalCDFInv(p, mu, sigma: TSample): TSample;
Result
the normal distribution point percent function (PPF) for probability p using the parameters mu (mean value) and sigma (standard deviation). Probability p must lie on the interval [0,1] and sigma must be positive value, otherwise the result is NAN. The inverse normal cumulative distribution function is defined by the following equation:
where m is mean value and s is standard deviation.
The result of NormalCDFInv is the solution of the integral equation above with the parameters mu and sigma where you supply the probability p.
Categories
Continuous probabilities| See Also |
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| NormalPDF |
| NormalCDF |
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