UnivariateInverseLeftProbability Method

Finds the sample value corresponding to a given percentile.

Definition

Namespace: Meta.Numerics.Statistics
Assembly: Meta.Numerics (in Meta.Numerics.dll) Version: 4.2.0+6d77d64445f7d5d91b12e331399c4362ecb25333
C#
public static double InverseLeftProbability(
	this IReadOnlyList<double> sample,
	double P
)

Parameters

sample  IReadOnlyListDouble
The sample.
P  Double
The percentile, which must lie between zero and one.

Return Value

Double
The corresponding value.

Usage Note

In Visual Basic and C#, you can call this method as an instance method on any object of type IReadOnlyListDouble. When you use instance method syntax to call this method, omit the first parameter. For more information, see Extension Methods (Visual Basic) or Extension Methods (C# Programming Guide).

Remarks

For percentile inputs which do not lie exactly on a sample value, this method interpolates linearly between the two nearest sample values. Therefore the value returned is not guaranteed to be an acutal value in the sample.

Exceptions

ArgumentNullExceptionsample is .
ArgumentOutOfRangeExceptionP lies outside [0,1].

See Also