FunctionsProbit Method
Compute the inverse of the standard normal cumulative distribution function.
Namespace: Austra.Library.StatsAssembly: Austra.Library (in Austra.Library.dll) Version: 2.5.0+44e7797405725ef3cf24b3ff0eba94ce6c649601
public static double Probit(
double p
)
- p Double
- A probability value, belonging to interval [0,1].
Double
An approximation to the x value satisfying p = Pr{Z <= x} where Z is a
random variable following a standard normal distribution law.