FunctionsProbit Method

Compute the inverse of the standard normal cumulative distribution function.

Definition

Namespace: Austra.Library.Stats
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.5.0+d1268756e036101f601080f153b3997e72fc912d
C#
public static double Probit(
	double p
)

Parameters

p  Double
A probability value, belonging to interval [0,1].

Return Value

Double
An approximation to the x value satisfying p = Pr{Z <= x} where Z is a random variable following a standard normal distribution law.

See Also