Interface ContinuousInverseCumulativeProbabilityFunction

    • Method Detail

      • inverseCumulativeProbability

        double inverseCumulativeProbability​(double p)
        Computes the quantile function of the distribution. For a random variable X distributed according to this distribution, the returned value is
        • \( \inf_{x \in \mathcal{R}} P(X \le x) \ge p \) for \( 0 \lt p \le 1 \)
        • \( \inf_{x \in \mathcal{R}} P(X \le x) \gt 0 \) for \( p = 0 \)
        Parameters:
        p - Cumulative probability.
        Returns:
        the smallest p-quantile of the distribution (largest 0-quantile for p = 0).
        Throws:
        IllegalArgumentException - if p < 0 or p > 1.