StatsInvDExpCDF (cdf, µ, σ)
The StatsInvDExpCDF function returns the inverse of the double-exponential cumulative distribution function
x=⎩⎨⎧μ+σln(2cdf)μ−σln[2(1−cdf)] when cdf<0.5 when cdf≥0.5
It returns NaN for cdf <0 or cdf > 1.
See Also
Statistical Analysis, StatsDExpPDF, StatsDExpCDF