Evaluates the inverse of the normal (Gaussian) cumulative probability distribution function.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0

Syntax

C#
public static double Normal(
	double p
)
Visual Basic (Declaration)
Public Shared Function Normal ( _
	p As Double _
) As Double
Visual C++
public:
static double Normal(
	double p
)

Parameters

p
Type: System..::.Double
A double scalar value representing the probability at which the function is to be evaluated.

Return Value

A double scalar value. The probability that a standard normal random variable takes a value less than or equal to this returned value is p.

Remarks

Method InvCdf.Normal evaluates the inverse of the distribution function, \Phi, of a standard normal (Gaussian) random variable, that is, InvCdf.Normal({\rm p})=\Phi-1(p), where
\Phi\left(x\right)=\frac{1}{{\sqrt{2\pi}} }\int_{-\infty}^x{e^{-t^2/2}dt}
The value of the distribution function at the point x is the probability that the random variable takes a value less than or equal to x. The standard normal distribution has a mean of 0 and a variance of 1.

See Also