public void ValidateInverseCumulativeDistribution(double mu, double sigma, double x, double f) { var n = new LogNormal(mu, sigma); AssertHelpers.AlmostEqual(x, n.InverseCumulativeDistribution(f), 8); AssertHelpers.AlmostEqual(x, LogNormal.InvCDF(mu, sigma, f), 8); }
public static double LogInv(double p, double mu, double sigma) { return(LogNormal.InvCDF(mu, sigma, p)); }