InverseCDF

InverseCDF[dist,q]

gives the inverse of the cumulative distribution function for the symbolic distribution dist as a function of the variable q.

Details

  • The inverse CDF at q is also referred to as the q^(th) quantile of a distribution.
  • For a continuous distribution dist the inverse CDF at q is the value x such that CDF[dist,x]q.
  • For a discrete distribution dist the inverse CDF at q is the smallest integer x such that CDF[dist,x]q.
  • The value q can be symbolic or any number between 0 and 1.

Examples

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Basic Examples  (2)

The inverse CDF for a continuous univariate distribution:

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The inverse CDF for a discrete univariate distribution:

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Scope  (12)

Generalizations & Extensions  (2)

Applications  (4)

Properties & Relations  (7)

Possible Issues  (2)

See Also

CDF  Quantile  InverseSurvivalFunction  SurvivalFunction  OrderDistribution

Tutorials

Introduced in 2007
(6.0)