norminv

Description

Inverse standardized normal cumulative distribution function

Syntax

double norminv( const double dP, int * nFail = NULL )

Parameters

dP

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

nFail

[output] on successful exit, it returns the NAG error code NE_NOERROR; if an error or warning has been detected, then it returns the specific error or warning code.

Return

Returns inverse standardized normal cumulative distribution function

Examples

EX1

void norminv_ex1()
{
        double dP[]= {0.25, 0.5, 0.75};
        for(int ii = 0; ii<3; ii++)
                printf("%f:    %f\n", dP[ii], norminv(dP[ii]));
}

Remark

See Also

invprob

header to Include

origin.h

Reference