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2.1.24.5.3.8 norminv

Description

Inverse standardized normal cumulative distribution function

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

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.

Returns inverse standardized normal cumulative distribution function

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]));
}

origin.h