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How to calculate the inverse of normal distribution using "C" ?

Hello,
Given a mean, standard devaition and the CDF value, I would like to
calculate the inverse of a normal distribution.
I found this function "double gsl_cdf_gaussian_Pinv (double P,
double sigma)" in the gsl library, but I do not know how to use it ?
By any chance, any of you have tried this or do you have an example
to help me out.
Thank you for your help and time.

regards.

Nov 15 '05 #1
3 4995
On Wed, 22 Jun 2005 12:10:26 -0700, PCHOME wrote:
Hello,
Given a mean, standard devaition and the CDF value, I would like to
calculate the inverse of a normal distribution.
I found this function "double gsl_cdf_gaussian_Pinv (double P,
double sigma)" in the gsl library, but I do not know how to use it ?


The documentation for the library should explain how to use it.

Since that library isn't part of the C language definition comp.lang.c
isn't a good place to discuss it. I'm not sure if there is a specific
newsgroup that covers that library, but it would make sense to pick a
newsgroup which covers the field i.e. where terms like "Standard
Devialtion" and "CDF value" make sense.

Lawrence
Nov 15 '05 #2

On 23/06/2005 13:05, Lawrence Kirby wrote:
On Wed, 22 Jun 2005 12:10:26 -0700, PCHOME wrote:
Hello,
Given a mean, standard devaition and the CDF value, I would like to
calculate the inverse of a normal distribution.
I found this function "double gsl_cdf_gaussian_Pinv (double P,
double sigma)" in the gsl library, but I do not know how to use it ?


The documentation for the library should explain how to use it.

Since that library isn't part of the C language definition comp.lang.c
isn't a good place to discuss it. I'm not sure if there is a specific
newsgroup that covers that library, but it would make sense to pick a
newsgroup which covers the field i.e. where terms like "Standard
Devialtion" and "CDF value" make sense.

Lawrence


I'd suggest sci.math, though it's not aimed at discussing source code.
Or maybe sci.math.num-analysis. I'm not sure if comp.programming would be a
good place.

Nov 15 '05 #3
PCHOME wrote:
I found this function in the gsl library, but I do not know how to use it.


(GSL stands for GNU Scientific Library.)

http://www.gnu.org/software/gsl/#mailinglists
http://lists.gnu.org/mailman/listinfo/help-gsl
Nov 15 '05 #4

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