IStatistics.NormInv

Syntax

NormInv(Probability: Double; Mean: Double; StandartDeviation: Double): Double;

Parameters

Probability. Probability that corresponds to normal distribution. Valid values lie in the range: [0; 1].

Mean. Arithmetic mean of the distribution.

StandartDeviation. Standard deviation of the distribution. Value must satisfy the following constraint: StandartDeviation > 0.

Description

The NormInv method returns the inverse normal distribution.

Comments

If Mean = 0 and StandartDeviation = 1, the method uses standard normal distribution (NormDist).

Example

Sub Main;

Var

st: Statistics;

d0: Double;

Begin

st := New Statistics.Create;

d0 := st.NormInv(0.99984,3,2.5);

If st.Status <> 0 Then

Debug.WriteLine(st.Errors);

Else

Debug.WriteLine("Inverse normal distribution: " + d0.ToString);

End If;

End Sub Main;

Executing this example shows inverse normal distribution in the console window:

Module execution started

Inverse normal distribution: 11.99636755178674

Module execution finished

See also:

IStatistics