sdr.Qinv(p: ArrayLike) NDArray[float_]

Computes the inverse complementary cumulative distribution function \(Q^{-1}(p)\) of the standard normal distribution \(\mathcal{N}(0, 1)\).

Parameters:
p: ArrayLike

The probability \(p\) of exceeding the returned value \(x\).

Returns:

The real-valued \(x\) that is exceeded with probability \(p\).

See also

sdr.Q

Examples

In [1]: sdr.Qinv(0.158655)
Out[1]: 1.0000010494310452

In [2]: sdr.Q(1)
Out[2]: 0.15865525393145707