quantile

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

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

Finds the value x such that cdf(x) = p using Newton's method with an initial guess based on the distribution mean.

Return

the value x at which cdf(x) = p. Returns 0.0 for p = 0 and positive infinity for p = 1.

Parameters

p

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