2.1.24.5.3.6 invncp


Description

Inverse standardized normal cumulative distribution function

Syntax

double invncp( double dA )

Parameters

dA
[input] double, the probability, from the required standardized Normal distribution

Return

Returns inverse standardized normal cumulative distribution function

Examples

EX1

void invncp_ex1()
{
    double dz,dA=0.8413447;
    dz=invncp(dA); // results in dz==1
}

Remark

For historical reasons, this inverse standardized normal cumulative distribution function was misnamed; Now, we developed a new set of distribution functions, whose CDFs end up with *cdf(), such as chi2cdf(), PDFs with *pdf(), and Inverse CDFs with *inv().

This function performs the same functionality as norminv(), and we recommend the latter.


See Also

norminv, invprob

Header to Include

origin.h

Reference