Norminv in Matlab 2012

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Martin
Martin 2013-10-2
评论： Torsten 2016-7-1
Hi,
Is there an equivalent of norminv for Matlab 2012? It doesn't seem to work in this version. I just need the inverse of the "basic" normal distribution (parameters 0 and 1).
Thanks!
EDIT: the statistical toolbox (and not Matlab 2012) seems to be responsible for this. The question still holds though, is there such a function outside this toolbox?

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采纳的回答

Roger Stafford
Roger Stafford 2013-10-2
You can use matlab's 'erfinv' function to calculate the equivalent of 'norminv' according to the formula:
norminv(p) = sqrt(2)*erfinv(2*p-1)
  2 个评论
Joseph Schmidt
Joseph Schmidt 2016-6-30
How would you readjust this for a stan. dev. other than 1? Say a stan. dev. of .5 units.
Torsten
Torsten 2016-7-1
f(p) = mu + sqrt(2)*sigma*erfinv(2*p-1)
is the inverse CDF of the general normal distribution N(mu,sigma^2).
Best wishes
Torsten.

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更多回答（1 个）

Martin
Martin 2013-10-2
Brilliant, thanks!

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