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Evaluates the inverse of the standard normal cumulative density function.

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Interface

#include <codecogs/statistics/distributions/continuous/stdnormal/cdf_inv.h>

using namespace Statistics::Distributions::Continuous::Stdnormal;

double CDF_inv(double p)

This function evaluates the inverse of the standard normal cumulative density function.

References

Jeremy Lea's implementation found at: http://home.online.no/~pjacklam/notes/invnorm/impl/lea/lea.c

\graph p=0.01:0.99

Example 1

#include <iostream>
#include <codecogs/statistics/distributions/continuous/stdnormal/cdf_inv.h>
using namespace std;
int main()
{
  cout << "standard normal CDF inverse (0.6179114) = ";
  cout << Stats::Dists::Continuous::StdNormal::CDF_inv(0.6179114) << endl;
  return 0;
}

Output:

standard normal CDF inverse (0.6179114) = 0.3

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