public double Quantile(Probability p) { if (p < 1e-9) { return(0); } if (p > 1 - 1e-9) { return(double.PositiveInfinity); } return(Exp(Mean + Constants.Sqrt2 * StandardDeviation * ErrorFunction.InverseValue(2 * p - 1))); }
public void ErrorFunctionInverseValueTest(double x, double expectedValue) { double actualValue = ErrorFunction.InverseValue(x); Assert.Equal(expectedValue, actualValue, new AbsoluteEqualityComparer(4e-3)); }
public double Quantile(Probability p) => Mean + StandardDeviation * Constants.Sqrt2 * ErrorFunction.InverseValue(2 * p - 1);