Exemplo n.º 1
0
 /// <summary>
 /// Return P(test_statistic <= p), which is the quantile of p for a random variable with normal distribution N~(mu, sigma)
 /// </summary>
 /// <param name="p">The cumulative distribution function value</param>
 /// <param name="mu">The mean of the normal distribution</param>
 /// <param name="sigma">The standard deviation of the normal distribution</param>
 /// <returns></returns>
 public static double GetQuantile(double p, double mu, double sigma)
 {
     return(mu + sigma * Constants.Sqrt2 * InverseErrorFunction.GetInvErf(2 * p - 1));
 }
Exemplo n.º 2
0
 /// <summary>
 /// Return P(test_statistic <= p), which is the lower tail quantile of p for a random variable with normal distribution N~(0, 1)
 /// This is the alternative implementation of GetQuatile
 /// </summary>
 /// <param name="p">The cumulative distribution function value</param>
 /// <returns></returns>
 public static double GetQuantile2(double p)
 {
     return(Constants.Sqrt2 * InverseErrorFunction.GetInvErf(2 * p - 1));
 }