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.

The function DistributionCumulative. The function DistributionInverseCumulative is discussed in full detail in Discrete Distributions of the Language Reference.