Examples of org.apache.commons.math.distribution.NormalDistributionImpl.inverseCumulativeProbability()

Package org.apache.commons.math.distribution

Class org.apache.commons.math.distribution.NormalDistributionImpl

Examples of org.apache.commons.math.distribution.NormalDistributionImpl.inverseCumulativeProbability()

org.apache.commons.math.distribution.NormalDistributionImpl.inverseCumulativeProbability()
For this distribution, X, this method returns the critical point x, such that P(X < x) = p.
Returns Double.NEGATIVE_INFINITY for p=0 and Double.POSITIVE_INFINITY for p=1.
@param p the desired probability @return x, such that P(X < x) = p @throws MathException if the inverse cumulative probability can not becomputed due to convergence or other numerical errors. @throws IllegalArgumentException if p is not a validprobability.

  }
  
  public static double normalInverseCDF(double pValue, double mean, double sigma) throws MathException
  {
    NormalDistributionImpl normDist = new NormalDistributionImpl(mean, sigma);
    double ret = normDist.inverseCumulativeProbability(pValue);
    return ret;
  }
  
  public static double normalPDF(double x, double mean, double sigma) throws MathException
  {

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