3.5.3.3.12 Norminv

Definition:

$xp = norminv(p)$ computes the deviate,$x_p$, associated with the given lower tail probability, $p$, of the standardized normal distribution

$x_p$ is calculated for the given $p$ such that

$p=\frac 1{\sqrt{2\pi }}\int_{-\infty }^{x_p}e^{-u^2/2}du$ $-\infty

Parameters:

p (input, double)
the probability,$p$, from the required standardized Normal distribution.$0
xp (output, double)
the deviate,$x_p$.