Inverse standardized normal cumulative distribution function
double invncp( double dA )
Returns inverse standardized normal cumulative distribution function
EX1
void invncp_ex1() { double dz,dA=0.8413447; dz=invncp(dA); // results in dz==1 }
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.
norminv, invprob
origin.h