SEARCH MATHEMATICA 8 DOCUMENTATION

THIS IS DOCUMENTATION FOR AN OBSOLETE PRODUCT.
SEE THE DOCUMENTATION CENTER FOR THE LATEST INFORMATION.

Mathematica > Data Manipulation > Statistics > Descriptive Statistics >

Mathematica > Mathematics and Algorithms > Statistics > Descriptive Statistics >

Built-in Mathematica Symbol

InverseCDF

InverseCDF[dist, q]
gives the inverse of the cumulative distribution function for the symbolic distribution dist as a function of the variable q.

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.

Inverse CDFs for a normal distribution and a Bernoulli distribution:

Obtain exact numeric results:

Obtain a machine-precision result:

Obtain a result at any precision for continuous distributions:

Obtain an exact result at any precision q for discrete distributions:

Plot the inverse CDF for a standard normal distribution:

Plot the inverse CDF for a binomial distribution:

Generate a random number from a distribution:

InverseCDF and CDF are inverses for continuous distributions:

Compositions of InverseCDF and CDF give step functions for a discrete distribution:

InverseCDF is equivalent to Quantile for distributions:

Symbolic closed forms do not exist for some distributions: