Inverse of cdf

General Usage
1

Hi all,

I am a beginner to Julia and I am trying to code inverse function of normal cdf. In Distribution.ji, I see there is invlogcdf, inverse function of log cdf of a distribution but not inverse function of cdf. Any suggestions will be a great help!

2

Inverse function of cdf is quantile
IIRC

I think there is a debate somewhere about making invcdf an alias for quantile

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3

Hi oxinabox,

You are correct, it was actually in Distribution.ji package. Thank you so much!

4

Does there exist a Julia function that can numerically compute the inverse CDF (aka quantile funtion) of an ensemble of samples (in contrast to a pre-defined distribution from Distributions.jl)? Or from a histogram of those samples?
Thanks in advance!

5

Isn’t that also quantile?

julia> using Statistics

julia> xs = [1,1,2,2,3,4,5,6,7,8];

julia> quantile(xs, 0.25)
2.0

julia> quantile(xs, 0.99)
7.91

julia> quantile(xs, 1)
8
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6

You are right @oxinabox, thank you!

7

A post was split to a new topic: Approximating the inverse of an expensive CDF function