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.