icdf - Class: piecewisedistribution

Inverse cumulative distribution function for piecewise distribution

Syntax

Description

X = icdf(obj,P) returns an array X of values of the inverse cumulative distribution function for the piecewise distribution object obj, evaluated at the values in the array P.

Examples

Fit Pareto tails to a t distribution at cumulative probabilities 0.1 and 0.9:

t = trnd(3,100,1);
obj = paretotails(t,0.1,0.9);
[p,q] = boundary(obj)
p =
    0.1000
    0.9000
q =
   -1.7766
    1.8432

icdf(obj,p)
ans =
   -1.7766
    1.8432

See Also

cdf | paretotails

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