Inverse Standard Normal Distribution - estebanz01/ruby-statistics GitHub Wiki

Instance methods

Cumulative function

It returns the Z value for a probability Z(p <= P) with specified P. This function is also the equivalent of the quantile function for the Standard Normal Distribution.

2.5.1 :001 > Distribution::InverseStandardNormal.new.cumulative_function(0.3)
 => -0.5244005132792943 
2.5.1 :002 > Distribution::InverseStandardNormal.new.cumulative_function(0.9)
 => 1.281551564140072 
2.5.1 :003 > Distribution::InverseStandardNormal.new.cumulative_function(0)
 => -Infinity 
2.5.1 :004 > Distribution::InverseStandardNormal.new.cumulative_function(1)
 => Infinity

# Density function It raises a NotImplemented error.