get_normal_inverse

Function get_normal_inverse 

Source
pub fn get_normal_inverse(p: f64) -> f64
Expand description

Computes the inverse of the standard normal CDF (probit function).

Returns the z-score such that P(Z ≤ z) = p for a standard normal distribution.

§Arguments

  • p - Probability (0 < p < 1)

§Returns

The z-score, or NaN if domain check fails.