lib/more_math/distributions.rb
# Returns the inverse cumulative probability value of the
# NormalDistribution for the probability +p+.
Returns the inverse cumulative probability value of the
NormalDistribution for the probability +p+.
Returns the inverse cumulative probability value of the NormalDistribution for the probability + p + .
def inverse_probability(p)
      case
      when p <= 0, p >= 1
        0.0
      else
        begin
          bisect = NewtonBisection.new { |x| probability(x) - p }
          range = bisect.bracket 0.5..10
          bisect.solve(range, 1_000_000)
        rescue
          0 / 0.0
        end
      end
    end
def inverse_probability ( p ) case when p <= 0 , p >= 1 0.0 else begin bisect = NewtonBisection . new { | x | probability ( x ) - p } range = bisect . bracket 0.5 .. 10 bisect . solve ( range , 1_000_000 ) rescue 0 / 0.0 end end end
Returns the inverse cumulative probability value of the
NormalDistribution for the probability +p+.
Returns the inverse cumulative probability value of the NormalDistribution for the probability + p + .
p
<not_specific>