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Probabilities.NormalCDFInv Method (double, double, double)
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Normal distribution point percent function (PPF).

Syntax
C#
Visual Basic
public static double NormalCDFInv(double p, double Mu, double sigma);
Parameters
Parameters 
Description 
double p 
Probability, real positive value on closed interval [0,1]. 
double Mu 
Distribution location parameter, real value. 
double sigma 
Distribution scale parameter, real positive value. 
Returns

the normal distribution point percent function (PPF) for probability p using the parameters Mu (mean value) and sigma (standard deviation). Probability p must lie on the interval [0,1] and sigma must be positive value, otherwise the result is NAN.

Remarks

The normal distribution point percent function is defined by the following equation: 

 

where Mu is mean value and sigmsa is standard deviation. The result of NormalCDFInv is the solution of the integral equation above with the parameters Mu and sigma where you supply the probability p.

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