MQL5 Reference / Standard Library / Mathematics / Statistics / Normal Distribution / MathQuantileNormal Previous  Next

MathQuantileNormal

For the specified probability, the function calculates the value of inverse normal distribution function with the mu and sigma parameters. In case of error it returns NaN.

double  MathQuantileNormal(
   const double  probability,    // probability value of random variable
   const double  mu,             // expected value
   const double  sigma,          // root-mean-square deviation
   const bool    tail,           // flag for calculation of tail
   const bool    log_mode,       // calculate the logarithm of the value
   int&          error_code      // variable to store the error code
   );

For the specified probability, the function calculates the value of inverse normal distribution function with the mu and sigma parameters. In case of error it returns NaN.

double  MathQuantileNormal(
   const double  probability,    // probability value of random variable
   const double  mu,             // expected value
   const double  sigma,          // root-mean-square deviation
   int&          error_code      // variable to store the error code
   );

For the specified probability[] array of probability values, the function calculates the values of inverse normal distribution function with the mu and sigma parameters. In case of error it returns false. Analog of the qnorm() in R.

bool  MathQuantileNormal(
   const double& probability[],  // array with probability values of random variable
   const double  mu,             // expected value
   const double  sigma,          // root-mean-square deviation
   const bool    tail,           // flag for calculation of tail
   const bool    log_mode,       // calculate the logarithm of the value
   double&       result[]        // array with values of quantiles
   );

For the specified probability[] array of probability values, the function calculates the values of inverse normal distribution function with the mu and sigma parameters. In case of error it returns false.

bool  MathQuantileNormal(
   const double& probability[],  // array with probability values of random variable
   const double  mu,             // expected value
   const double  sigma,          // root-mean-square deviation
   double&       result[]        // array with values of quantiles
   );

Parameters

probability

[in]  Probability value of random variable.

probability[]

[in]  Array with probability values of random variable.

mu

[in]  mean parameter of the distribution (expected value).

sigma

[in]  sigma parameter of the distribution (root-mean-square deviation).

tail

[in]  Flag of calculation. If false, then calculation is performed for 1.0 - probability.

log_mode

[in]  Flag to calculate the logarithm of the value. If log_mode=true, then the natural logarithm of the probability density is returned.

error_code

[out]  Variable to get the error code.

result[]

[out]  Array to obtain the quantiles.