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Distributions.NormalIsf

The z with P(Z > z) = p: the inverse of NormalSf.

public static double NormalIsf(double p)

Parameters — p is a probability in [0, 1]. 0 answers +∞ and 1 answers −∞.

Returns — scipy.stats.norm.isf(p).

Exceptions — ArgumentOutOfRangeException when p is outside [0, 1], NaN included.

Example — the point with 2.5% above it.

using Lodestar.Stats;

double upper = Distributions.NormalIsf(0.025);   // => 1.959963…

Remarks — The mirror of NormalQuantile: NormalIsf(p) is NormalQuantile(1 − p), computed without forming 1 − p, which keeps a tiny p's digits.

Applies to — net10.0, netstandard2.0.

See also — Distributions.NormalQuantile, Distributions.NormalSf.