quantile

abstract fun quantile(p: Double): Double(source)

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

Returns the smallest value x such that cdf(x) >= p. This is the inverse of the cumulative distribution function: given a probability, it returns the corresponding threshold value.

Return

the value x at which cdf(x) = p.

Parameters

p

the cumulative probability, must be in [0, 1].

Throws