public static FloatType ShoreStandardNormalQuantileFunction <FloatType>(random.Probability p)
where FloatType : unmanaged
{
/*
* see:
* https://en.wikipedia.org/wiki/Normal_distribution#Numerical_approximations_for_the_normal_CDF
*/
double r, epsilon;
bool condition = p.GetValue() >= 0.5;
r = condition ? p : 1 - p;
epsilon = condition ? 1.0 : 0.0;
return((FloatType)(object)(epsilon * 5.5556 * (1 - Math.Pow(r / (1 - r), 0.1186))));
}
