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StatsInvDExpCDF

StatsInvDExpCDF (cdf, µ, σ)

The StatsInvDExpCDF function returns the inverse of the double-exponential cumulative distribution function

x={μ+σln(2cdf) when cdf<0.5μσln[2(1cdf)] when cdf0.5\displaystyle x=\left\{\begin{array}{ll} \mu+\sigma \ln (2 c d f) & \text { when } c d f<0.5 \\ \\ \mu-\sigma \ln [2(1-c d f)] & \text { when } c d f \geq 0.5 \end{array}\right.

It returns NaN for cdf <0 or cdf > 1.

See Also

Statistical Analysis, StatsDExpPDF, StatsDExpCDF