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FunctionsProbit Method

Compute the inverse of the standard normal cumulative distribution function.

Namespace: Austra.Library.Stats
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.8.0+e1037fa8802b3ff162e26559d763b73334940b70
Syntax
C#
Copy
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