InvN_Dist

Advanced Analysis Library Only

AnalysisLibErrType InvN_Dist (double probabilityX, double *x)

Purpose

Calculates x, given a probability (0 < p < 1), such that:

prob(X < x) = p

where X is a random variable from a standard normal distribution

Example

double p, x;
p = 0.5;
InvN_Dist (p, &x);

Parameters

Input
Name Type Description
probabilityX double-precision Input probability value (0 < p < 1).
Output
Name Type Description
x double-precision The unique number x such that prob(X < x) = p, where X is a random variable from a standard normal distribution.

Return Value

Name Type Description
status AnalysisLibErrType A value that specifies the type of error that occurred. Refer to analysis.h for definitions of these constants.