Statistics: norminv

### Function Reference: `norminv`

statistics: x = norminv (p)
statistics: x = norminv (p, mu)
statistics: x = norminv (p, mu, sigma)

Inverse of the normal cumulative distribution function (iCDF).

For each element of p, compute the quantile (the inverse of the CDF) of the normal distribution with mean mu and standard deviation sigma. The size of p is the common size of p, mu and sigma. A scalar input functions as a constant matrix of the same size as the other inputs.

Default values are mu = 0, sigma = 1.

The default values correspond to the standard normal distribution and computing its quantile function is also possible with the `probit` function, which is faster but it does not perform any input validation.

Further information about the normal distribution can be found at https://en.wikipedia.org/wiki/Normal_distribution

See also: norminv, normpdf, normrnd, normfit, normlike, normstat, probit

Source Code: norminv

### Example: 1

     ## Plot various iCDFs from the normal distribution
     p = 0.001:0.001:0.999;
     x1 = norminv (p, 0, 0.5);
     x2 = norminv (p, 0, 1);
     x3 = norminv (p, 0, 2);
     x4 = norminv (p, -2, 0.8);
     plot (p, x1, "-b", p, x2, "-g", p, x3, "-r", p, x4, "-c")
     grid on
     ylim ([-5, 5])
     legend ({"μ = 0, σ = 0.5", "μ = 0, σ = 1", ...
              "μ = 0, σ = 2", "μ = -2, σ = 0.8"}, "location", "northwest")
     title ("Normal iCDF")
     xlabel ("probability")
     ylabel ("values in x")