functionquantile
Quantile of normal distribution
Extends from Modelica.Math.Distributions.Interfaces.partialQuantile (Common interface of quantile functions (= inverse cumulative distribution functions)).
Information
Syntax
Normal.quantile(u, y_min=0, y_max=1);
Description
This function computes the inverse cumulative distribution function (= quantile) according to a normal distribution with mean value mu and standard deviation sigma (variance = sigma2). Input argument u must be in the range:
0 < u < 1
If the input argument u is a uniformly distributed random number, then 99.7 % of the returned random numbers are in the range:
mu-3*sigma ≤ y ≤ mu+3*sigma
Plot of the function:
For more details, see Wikipedia.
Example
quantile(0.001) // = -3.090232306167813; quantile(0.5,1,0.5) // = 1
See also
Inputs
| Type | Name | Default | Description |
|---|---|---|---|
| Real | u (from partialQuantile) | Random number in the range 0 <= u <= 1 | |
| Real | mu | 0 | Expectation (mean) value of the normal distribution |
| Real | sigma | 1 | Standard deviation of the normal distribution |
Outputs
| Type | Name | Default | Description |
|---|---|---|---|
| Real | y (from partialQuantile) | Random number u transformed according to the given distribution |
Revisions
| Date | Description | ||
|---|---|---|---|
| June 22, 2015 |
|
