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
        • infxRP(Xx)p for 0<p1
        • infxRP(Xx)>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.