Norminv in Matlab 2012
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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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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
2016-6-30
How would you readjust this for a stan. dev. other than 1? Say a stan. dev. of .5 units.
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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