Description
Returns the inverse cumulative distribution function or quantile function of a distribution evaluated at a specified value. Via distribution parameters.
Syntax
=MM_InvCDF("DistName", X, Param1, [Param2], [Param3])"DistName"
String. Name of the desired distribution.X
The value at which the inverse cumulative distribution function is evaluated.Param1
First parameter of the distribution. To check the definition of the parameters, see MM_PARAMNAME function.[Param2], [Param3] (optional/required depending on the chosen distribution)
Other distribution parameters.
Remarks
To check all supported distributions, see MM_DISTRIBUTIONSLIST function.
Use MM_InvCDF_MS function to evaluate the inverse cumulative distribution function via mean and standard deviation.
Use MM_InvCDF_TRUNC to evaluate the inverse cumulative distribution function of a truncated distribution (with distribution parameters).
Use MM_InvCDF_MS_TRUNC to evaluate the inverse cumulative distribution function of a truncated distribution (with mean and standard deviation).See MM_CDF for cumulative distribution function.
Example 1: Normal distribution
Formula1: =MM_InvCDF("Normal",0.5,0,1)
Evaluates the inverse cumulative distribution function of a normal distribution with mean 0 and standard deviation 1 at x equal to 50%. Returns 0.
Example 2: Continuous uniform distribution
Formula2: =MM_InvCDF("ContinuousUniform",0.95,0,10)
Evaluates the inverse cumulative distribution function of a continuous uniform distribution defined on [0,10] at x equal to 95%. Returns 9.5.