quantile

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

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

Delegates to the quantile function of the underlying normal distribution and exponentiates the result.

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].