function InverseChiSquareCDFInv(p: Double; Nu: Integer): Double;
Inverse Chi-Square percent point function (PPF, quantile / inverse CDF).
| # | Name | Description |
|---|---|---|
| 1 | p | Probability, real value on the closed interval [0,1]. |
| 2 | Nu | Defines distribution degrees of freedom, positive integer (Nu>0). |
Returns: Double - the value x such that InverseChiSquareCDF(x,Nu)=p. Computed by bisection of the CDF on [EPS, 1e6]. Returns NaN if Nu<=0 or p is outside [0,1].
Remarks:
The percent point function is the inverse of the cumulative distribution function:
CDFInv(p | nu) = F^(-1)(p | nu) where F(x | nu) = Q(nu/2,1/2x) = p .
No closed form exists; the result is obtained by numerically inverting the CDF with a bisection method (tolerance EPS). Returns NaN for p outside [0,1] or Nu<=0.