cdfni¶
Purpose¶
Computes quantiles, or the inverse of the cdf of the Normal distribution.
Format¶
-
x =
cdfni(p)¶ - Parameters:
p (NxK real matrix) – Normal probability levels, \(0 <= p <= 1\).
- Returns:
x (NxK real matrix) – each value of x is the value such that the normal cumulative distribution function is equal to the corresponding value of p.
cdfn(x) = p
Examples¶
Basic Example¶
print cdfni(0.75);
The code above will print
0.67448975
Example with vector input¶
// Create 3x1 vector of probabilities
p = { 0.05, 0.5, 0.95 };
x = cdfni(p);
After the code above, x will equal
-1.6448536
0.0000000
1.6448536
See also