loxx

norminv

Library "norminv"

Description:
An inverse normal distribution is a way to work backwards
from a known probability to find an x-value. It is an informal term and
doesn't refer to a particular probability distribution. Returns the
value of the inverse normal distribution function for a specified value,
mean, and standard deviation.

Reference:
https://github.com/teqniqly/norm-inv/blob/master/src/norm-inv.ts
https://support.microsoft.com/en-us/office/norminv-function-87981ab8-2de0-4cb0-b1aa-e21d4cb879b8

norminv(x, mean, stdev)
  Returns the value of the inverse normal distribution function for a specified value, mean, and standard deviation.
  Parameters:
    x: float, The input to the normal distribution function.
    mean: float, The mean (mu) of the normal distribution function
    stdev: float, The standard deviation (sigma) of the normal distribution function.
  Returns: float.

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Pine library

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