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!

Inverse function of cdf is quantile IIRC I think there is a debate somewhere about making invcdf an alias for quantile

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

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!

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

You are right @oxinabox , thank you!

Inverse of cdf

General Usage

Topic		Replies	Views
Approximating the inverse of an expensive CDF function Statistics	2	348	May 28, 2024
Interface for a distribution defined by its cdf Statistics distributions	16	1087	October 26, 2023
How to intrepret the results from the 'cdf()` and `quantile()` function? General Usage distributions , probability , cdf	1	321	May 24, 2023
Sampler for arbitrary univariate distribution? General Usage	8	690	April 23, 2022
Distributions package invlogcdf() function returning the wrong answer? Statistics	2	780	July 27, 2019

Inverse of cdf

Related topics