NSoft.NFramework.Numerics.Distributions.Continuous.Normal.InverseCumulativeDistribution C# (CSharp) Method

InverseCumulativeDistribution() public method

Computes the inverse cumulative distribution function of the normal distribution.
public InverseCumulativeDistribution ( double p ) : double
p double The location at which to compute the inverse cumulative density.
return double
        public double InverseCumulativeDistribution(double p) {
            return _mean - (_stDev * Math.Sqrt(2.0) * SpecialFunctions.ErfcInv(2.0 * p));
        }