December 15th, 2015, 7:02 am
QuoteOriginally posted by: outrunhereQuoteQuantiletemplate <class RealType, class Policy>RealType quantile(const Distribution-Type<RealType, Policy>& dist, const RealType& p);The quantile is best viewed as the inverse of the Cumulative Distribution Function, it returns a value x such that cdf(dist, x) == p.This is also known as the percent point function, or percentile, or fractile, it is also the same as calculating the lower critical value of a distribution.This function returns a domain_error if the probability lies outside [0,1]. The function may return an overflow_error if there is no finite value that has the specified probability.This last statement should be revise to the open interval (0,1)? Because when p = 1 erf_inv gives overflow.