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