CDF inv

Dependents

this module uses 3 subunits CDFerrorFnPoly_Eval

Interface

CDF Inv

This function evaluates the inverse of the standard normal cumulative density function.

References:

Jeremy Lea's implementation found at: http://home.online.no/~pjacklam/notes/invnorm/impl/lea/lea.c

Example 1

#include <iostream>
#include <codecogs/stats/dists/continuous/stdnormal/cdf_inv.h>
using namespace std;
int main()
{
  cout << "standard normal CDF inverse (0.6179114) = ";
  cout << Stats::Dists::Continuous::StdNormal::CDF_inv(0.6179114) << endl;
  return 0;
}

Output:

standard normal CDF inverse (0.6179114) = 0.3

Authors

Lucian Bentea (September 2005)

Source Code

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