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InverseNormal Command
Syntax
InverseNormal[number μ, number σ, probability P]
Action
Number μ represents mean value, number σ standard deviation. The command calculates the function Φ-1(P) * σ + μ where Φ -1 is the inverse of the probability density function Φ for N(0,1).
Note
Returns the x-coordinate with the given probability to the left under the normal distribution curve.
See also