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Evaluates the inverse of the normal cumulative density function.

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Interface

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

using namespace Statistics::Distributions::Continuous::Normal;

inline double CDF_inv(double x, double m, double s)

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

Output:

normal CDF inverse (0.453, 2, 5) = 1.409573053

\graph x=0.01:0.99 m=0 s=1

Example 1

#include <iostream>
#include <iomanip>
#include <codecogs/statistics/distributions/continuous/normal/cdf_inv.h>

using namespace std;

int main()
{
  cout << setprecision(10);
  cout << "normal CDF inverse (0.453, 2, 5) = ";
  cout << Stats::Dists::Continuous::Normal::CDF_inv(0.453, 2, 5) << endl;
  cout << endl;
  return 0;
}

Parameters

the cumulative cdf

the mean of the distribution

the standard deviation of the distribution

Interactive Calculator

Result –