in reply to Re: Calculating the inverse normal distribution
in thread Calculating the inverse normal distribution
Hmm...that's not quite it. What I have is the standard Gaussian distribution with a known mean (0) and standard deviation (1). Let's call that G(x). I also have a fixed percentage, let's say 0.85. What I need to find is a point z such that integral(G(x), -infinity, z) = 0.85. Does that make more sense?
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