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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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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.

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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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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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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