atoti.stats.normal.ppf()

atoti.stats.normal.ppf(point, /, *, mean, standard_deviation)

Percent point function for a normal distribution.

Warning

This feature is experimental, its key is "stats.normal.ppf".

Also called inverse cumulative distribution function.

The ppf is given by the formula

\[\operatorname {{ppf}}(x) = \mu + \sigma \sqrt{{2}} \operatorname {{erf}} ^{{-1}}(2x-1)\]

Where \(\mu\) is the mean of the distribution, \(\sigma\) is its standard deviation and \(\operatorname {{erf}}^{{-1}}\) the inverse of the error function.

Parameters:

• point (VariableMeasureConvertible) – The point where the function is evaluated.

• mean (NumericMeasureConvertible) – The mean value of the distribution.

• standard_deviation (StrictlyPositiveNumber | VariableMeasureConvertible) – The standard deviation of the distribution. Must be positive.

Return type:

MeasureDefinition

See also

Quantile function of a normal distribution.