CumNormalInv

CumNormalInv(y, mean, stddev)

The inverse cumulative normal density. Returns the value X for which the area under a normal density from -INF to X is equal to «y». «Mean» and «stddev» are optional and default to mean = 0 and stddev = 1.

Library

Distribution Densities Library (Distribution Densities.ana)

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See Also

• CumNormal -- the cumulative normal density function
• Normal -- the normal distribution
• ErfInv -- the closely related inverse error function
• Distribution Densities Library
• Distribution Densities.ana