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

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

Parameters:

p (input, double)

the probability,\(p\), from the required standardized Normal distribution.\( 0<p<1\)

xp (output, double)

the deviate,\(x_p\).