Methods
(inner) ninv(p) → {number}
The inverse of the standard normal CDF. May be used to determine the Z-score for the desired quantile.
This is an implementation of algorithm AS241:
https://www.jstor.org/stable/2347330
Parameters:
Name | Type | Description |
---|---|---|
p |
number | The desired quantile of the standard normal distribution. |
Returns:
- Type
- number