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Class distributions.CDF_Normal 

java.lang.Object
   |
   +----distributions.CDF_Normal
public class CDF_Normal
extends Object
This class contains routines to calculate the normal cumulative distribution function (CDF) and its inverse.

Constructor Index

o CDF_Normal()

Method Index

o xnormi(double)
This method calculates the normal cdf inverse function.

Constructors

o CDF_Normal 
 public CDF_Normal()

Methods

o xnormi 
 public static double xnormi(double p)
This method calculates the normal cdf inverse function.

Let PHI(x) be the normal cdf. Suppose that Q calculates 1.0 - PHI(x), and that QINV calculates QINV(p) for p in (0.0,.5]. Then for p .le. .5, x = PHIINV(p) = -QINV(p). For p .gt. .5, x = PHIINV(p) = QINV(1.0 - p). The formula for approximating QINV is taken from Abramowitz and Stegun, Handbook of Mathematical Functions, Dover, 9th printing, formula 26.2.3, page 933. The error in x is claimed to be less than 4.5e-4 in absolute value.

Parameters:
p - p must lie between 0 and 1. xnormi returns the normal cdf inverse evaluated at p. 
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