- Function DistributionInverseCumulative(distribution, alpha)
DistributionInverseCumulative
The function DistributionInverseCumulative
computes the inverse
cumulative probability value of a given distribution.
DistributionInverseCumulative(
distribution, ! (input) distribution
alpha ! (input) numerical expression
)
Arguments
- distribution
An expression representing any distribution (such as
Normal(0,1)
).- alpha
A scalar numerical expression within the interval \([0,1]\).
Return Value
The function
DistributionInverseCumulative
(distribution,\(\alpha\)), for \(\alpha\in[0,1]\) computes the largest \(x\in(-\infty,\infty)\) such that the probability \(P(X\leq x)\leq\alpha\) where the stochastic variable \(X\) is distributed according to the given distribution.
Note
For continuous distributions AIMMS can compute the derivatives of the cumulative and inverse cumulative distribution functions. As a consequence, you may use these functions in the constraints of a nonlinear model when the second argument is a variable.
See also
The function DistributionCumulative
. The function DistributionInverseCumulative
is discussed in full detail in Discrete Distributions of the Language Reference.