Dew Math for .NET
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Inverse Gaussian distribution point percent function (PPF).
Parameters |
Description |
double p |
Probability, real positive value on closed interval [0,1]. |
double Mu |
Defines distribution Mu parameter. Mu must be a positive scalar. |
double Lambda |
Defines distribution Lambda parameter. Lambda must be a positive scalar. |
the inverse Gaussian distribution point percent function (PPF) for probability p using the parameters Mu and Lambda. Probability p must lie on the interval [0,1] and Mu, Lambda must both be positive, otherwise the result is NAN.
The inverse CDF is defined by the following equation:
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