GAUSS_CVF

The GAUSS_CVF function computes the cutoff value V in a standard Gaussian (normal) distribution with a mean of 0.0 and a variance of 1.0 such that the probability that a random variable X is greater than V is equal to a user-supplied probability P.

This routine is written in the IDL language. Its source code can be found in the file gauss_cvf.pro in the lib subdirectory of the IDL distribution.

Examples

Use the following command to compute the cutoff value in a Gaussian distribution such that the probability that a random variable X is greater than the cutoff value is 0.025:

PRINT, GAUSS_CVF(0.025)

IDL prints:

1.95997

Syntax

Result = GAUSS_CVF(P)

Return Value

Returns the cutoff value V in a standard Gaussian (normal) distribution with a mean of 0.0 and a variance of 1.0.

Arguments

P

A non-negative single- or double-precision floating-point scalar, in the interval [0.0, 1.0], that specifies the probability of occurrence or success.

Keywords

None.

Version History

4.0	Introduced