icdf

Class: prob.TruncatableDistribution
Package: prob

Inverse cumulative distribution function of probability distribution object

Syntax

y = icdf(pd,prob)

Description

y = icdf(pd,prob) returns the inverse cumulative distribution function (icdf) values of the probability distribution pd at the probabilities in prob.

Input Arguments

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pd — Probability distributionprobability distribution object

Probability distribution, specified as a probability distribution object. Create a probability distribution object with specified parameter values using makedist. Alternatively, for fittable distributions, create a probability distribution object by fitting it to data using fitdist or the Distribution Fitting app.

prob — Probabilitiesarray of scalar values in the range [0,1]

Probabilities at which to compute the icdf, specified as an array of scalar values in the range [0,1]. For example, specifying [.25 .5 .75] returns a vector containing three icdf values corresponding to these probabilities.

Data Types: single | double

Output Arguments

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y — Inverse cumulative distribution functionarray

Inverse cumulative distribution function (icdf) values of the specified probability distribution, evaluated at the probabilities in prob, returned as an array. y has the same dimensions as x.

Examples

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Compute Standard Normal Critical Values

Create a standard normal distribution object.

pd = makedist('Normal')
pd = 

  NormalDistribution

  Normal distribution
       mu = 0
    sigma = 1

Determine the critical values at the 5% significance level for a test statistic with a standard normal distribution, by computing the upper and lower 2.5% values.

y = icdf(pd,[.025,.975])
y =

   -1.9600    1.9600

Plot the cdf and shade the critical regions.

p = normspec(y,0,1,'outside')

See Also

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