quantile

open override fun quantile(p: Double): Double(source)

Computes the quantile (inverse CDF) for the given probability p.

Uses Newton's method seeded with the distribution mean as the initial guess. The result is clamped to the open interval (0, 1).

the value x in 0, 1 such that cdf(x) = p.

the cumulative probability, must be in 0, 1.