x = norminv(p)
x = norminv(p, mu, sigma)
[x, xLo, xUp] = norminv(p, mu, sigma, pCov)
[x, xLo, xUp] = norminv(p, mu, sigma, pCov, alpha)
| Parameter | Description |
|---|---|
| p | real scalar or array: probabilities. |
| mu | real scalar or array, 0 by default: mean. |
| sigma | positive real scalar or array, 1 by default: standard deviation. |
| pCov | 2-by-2 covariance matrix for the estimated parameters. |
| alpha | scalar in (0,1), 0.05 by default: significance level for confidence bounds. |
| Parameter | Description |
|---|---|
| x | scalar or array: quantiles. |
| xLo | lower confidence bound. |
| xUp | upper confidence bound. |
norminv evaluates quantiles of the normal distribution.
Probabilities outside [0,1] return NaN. Probabilities 0 and 1 return infinite endpoints.
p = [0.025 0.5 0.975];
x = norminv(p);
[x, xLo, xUp] = norminv(0.5, 0, 1, [0.04 0; 0 0.01]);| Version | Description |
|---|---|
| 2.0.0 | initial version |