### Re: Calculating the inverse normal distribution

by QM (Parson)
 on Nov 22, 2005 at 21:26 UTC ( #510914=note: print w/replies, xml ) Need Help??

in reply to Calculating the inverse normal distribution

I'll preface this by saying I know just enough to be dangerous. But since you haven't got a reply yet, here goes...

Do you want the distribution function? Doesn't the mean and standard deviation determine that uniquely? Why do you need the target percentage?

I've seen the IGD page on Mathworld, and frankly I'd be concerned about coding that correctly, efficiently, etc. I note that Mathematica doesn't even have it yet.

Perhaps you can clarify your question (or perhaps it's just me in over my head).

-QM
--
Quantum Mechanics: The dreams stuff is made of

• Comment on Re: Calculating the inverse normal distribution

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Re^2: Calculating the inverse normal distribution
by thor (Priest) on Nov 22, 2005 at 21:40 UTC
Hmm...that's not quite it. What I have is the standard Gaussian distribution with a known mean (0) and standard deviation (1). Let's call that G(x). I also have a fixed percentage, let's say 0.85. What I need to find is a point z such that integral(G(x), -infinity, z) = 0.85. Does that make more sense?

thor

Feel the white light, the light within
Be your own disciple, fan the sparks of will
For all of us waiting, your kingdom will come

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