Function DistributionInverseDensity(distribution, alpha)

DistributionInverseDensity

The function DistributionInverseDensity computes the density of the inverse cumulative function of a given distribution.

DistributionInverseDensity(
           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 DistributionInverseDensity(distribution,\(\alpha\)), for \(\alpha\in[0,1]\) returns the inverse density from distribution. It is the derivative of DistributionInverseCumulative(distr,alpha).

See also

The function DistributionDensity. The function DistributionInverseDensity is discussed in full detail in Discrete Distributions of the Language Reference.