norminv

Inverse cumulative distribution function (CDF) for normal distribution

Usage

norminv(p)

• It returns the inverse CDF of the standard normal distribution evaluated at elements of p.

norminv(p,mu)

• The input arrays muand p should have the same sizes. Otherwise, one of them should be a scalar. They contain, respectively, means of the inverse being evaluated, and probability p at which the inverses are evaluated.
• The standard deviations are assumed to be 1.
• It returns NaN for if p has an element being negative or greater than 1.

norminv(p, mu, sigma)

• The input arrays p, mu, and sigma should have the same sizes. Otherwise, for any pair of input arguments having different sizes, one of them must be a scalar; the scalar input will be expanded to match the size of the other input.

• The inputs mu, sigma and p contain, respectively, means and standard deviations of the inverses being evaluated, and probabilities p at which the inverses are evaluated.

• It returns NaN if

  • sigma has negative elements, or
  • p has elements being negative or greater than 1.