Interface InverseCDFIfc

    • Method Summary

      All Methods Instance Methods Abstract Methods 
      Modifier and Type Method Description
      double invCDF​(double p)
      Provides the inverse cumulative distribution function for the distribution While closed form solutions for the inverse cdf may not exist, numerical search methods can be used to solve F(X) = U.
    • Method Detail

      • invCDF

        double invCDF​(double p)
        Provides the inverse cumulative distribution function for the distribution While closed form solutions for the inverse cdf may not exist, numerical search methods can be used to solve F(X) = U.
        Parameters:
        p - The probability to be evaluated for the inverse, p must be [0,1] or an IllegalArgumentException is thrown
        Returns:
        The inverse cdf evaluated at the supplied probability