[−][src]Trait probability::distribution::Inverse

pub trait Inverse: Distribution {
    fn inverse(&self, _: f64) -> Self::Value;
}

A distribution capable of inverting the distribution function.

Required methods

fn inverse(&self, _: f64) -> Self::Value

Compute the inverse of the cumulative distribution function.

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Implementors

impl Inverse for Bernoulli[src]

impl Inverse for Beta[src]

impl Inverse for Binomial[src]

fn inverse(&self, p: f64) -> usize[src]

Compute the inverse of the cumulative distribution function.

For small n, a simple summation is utilized. For large n and large variances, a normal asymptotic approximation is used. Otherwise, the Newton method is employed.

References

  1. S. Moorhead, “Efficient evaluation of the inverse binomial cumulative distribution function where the number of trials is large,” Oxford University, 2013.

impl Inverse for Categorical[src]

impl Inverse for Exponential[src]

impl Inverse for Gaussian[src]

fn inverse(&self, p: f64) -> f64[src]

Compute the inverse of the cumulative distribution function.

References

  1. M. J. Wichura, “Algorithm as 241: The percentage points of the normal distribution,” Journal of the Royal Statistical Society. Series C (Applied Statistics), vol. 37, no. 3, pp. pp. 477–484, 1988.

  2. http://people.sc.fsu.edu/~jburkardt/c_src/asa241/asa241.html

impl Inverse for Laplace[src]

impl Inverse for Logistic[src]

impl Inverse for Lognormal[src]

impl Inverse for Pert[src]

impl Inverse for Triangular[src]

impl Inverse for Uniform[src]

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