Quantile function of the normal distribution
This functionality does not run in MATLAB.
stats::normalQuantile(m, v) returns a procedure representing the quantile function (inverse) of the cumulative distribution function stats::normalCDF(m, v) of the normal distribution with mean m and variance v > 0: For 0 ≤ x ≤ 1, the solution of stats::normalCDF(m, v)(y) = x is given by y = stats::normalQuantile(m, v)(x).
The procedure f := stats::normalQuantile(m, v) can be called in the form f(x) with an arithmetical expression x. The return value of f(x) is either a floating-point number, ±infinity, or a symbolic expression:
If x is a real number between 0 and 1 and both m and v can be converted to floating-point numbers, then f(x) returns a real floating-point number approximating the solution y of stats::normalCDF(m, v)(y) = x.
The calls f(0) and f(0.0) produce -infinity for all values of m and v.
The calls f(1) and f(1.0) produce infinity for all values of m and v.
In all other cases, f(x) returns the symbolic call stats::normalQuantile(m, v)(x).
Numerical values for m and v are only accepted if they are real and v is positive.
The function is sensitive to the environment variable DIGITS which determines the numerical working precision.
We evaluate the quantile function with mean m = π and variance v = 11 at various points:
f := stats::normalQuantile(PI, 11): f(0), f(1/10), f(0.5), f(1 - 10^(-10)), f(1)
The value f(x) satisfies stats::normalCDF(PI, 11)(f(x)) = x:
We use symbolic arguments:
f := stats::normalQuantile(m, v): f(x), f(9/10)
When numerical values are assigned to m and v, the function f starts to produce floating-point values:
m := 17: v := 6: f(9/10), f(0.999)
Numerical values for x are only accepted if 0 ≤ x ≤ 1:
Error: An argument x with 0 <= x <= 1 is expected. [f]
delete f, m, v:
The mean: an arithmetical expression representing a real value
The variance: an arithmetical expression representing a positive real value