amd62 Posted October 10, 2014 Share Posted October 10, 2014 Hello, Is anybody aware of a statistical function in PHP which returns the inverse of the normal cumulative distribution, given a probability, mean and standard deviation as inputs?Thank you. Quote Link to comment https://forums.phpfreaks.com/topic/291557-inverse-normal-cumulative-distribution-function/ Share on other sites More sharing options...
requinix Posted October 10, 2014 Share Posted October 10, 2014 Almost. http://home.online.no/~pjacklam/notes/invnorm/impl/nickerson/inverse_ncdf.php See also http://home.online.no/~pjacklam/notes/invnorm/ That returns normal values, ie. 0=mean and +/- 1 is one standard deviation, however you can transform that easily with inverse_ncdf($p) * $stddev + $mean Quote Link to comment https://forums.phpfreaks.com/topic/291557-inverse-normal-cumulative-distribution-function/#findComment-1493286 Share on other sites More sharing options...
amd62 Posted October 11, 2014 Author Share Posted October 11, 2014 Thank you for your help - much appreciated! Quote Link to comment https://forums.phpfreaks.com/topic/291557-inverse-normal-cumulative-distribution-function/#findComment-1493325 Share on other sites More sharing options...
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