Function Reference: norminv

statistics: x = norminv (p)
statistics: x = norminv (p, mu)
statistics: x = norminv (p, mu, sigma)

Inverse of the normal cumulative distribution function (iCDF).

For each element of p, compute the quantile (the inverse of the CDF) at p of the normal distribution with mean mu and standard deviation sigma. The size of p is the common size of p, mu and sigma. A scalar input functions as a constant matrix of the same size as the other inputs.

Default values are mu = 0, sigma = 1.

See also: norminv, normpdf, normrnd, normfit, normlike, normstat

Source Code: norminv