# Questions tagged [inverse-cdf]

Inverse cumulative distribution function, known also as quantile function, for a given probability returns the value at which the probability of observing some outcome from the random variable is less than or equal to the given probability.

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### Inverse-normal CDF approximation in Excel, Python or R

I read that the implementations of Inverse-normal cumulative distribution function (CDF) /quantile / ppf in R, Python (scipy) and Excel give similar results. However, I can't find the very formulae ...
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### inverse transform method [closed]

Using Inverse Transform Method to solve parts of the problem below: (a) Suppose $X \sim \text{Exponential}(λ = 0.2)$. Use RN to generate 20 random realisations of $X$ $\{X_1, X_2, .., X_{20}\}$ ...
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### How to simulate from a step (simple function) hazard function?

I have a step hazard function $h(t)$ (a simple function that jumps at specific times and it is constant between those jumps). Something like: How can I simulate survival times from this hazard ...
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### Expected value of joint quantile functions

Consider a population of individuals (not a sample). We are interested in two variables, $X$ and $Y$, which are independent. $X$ distributes with pdf $f(x)$ and CDF $F(x)$, and $Y$ distributes with ...
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### How to invert a mixture of log-logistic distributions? [duplicate]

Say I have a CDF of the form $$F(x) = \sum_{i=1}^n \frac{ k_i }{ 1 + (x/\alpha_i)^{ - \beta_i } }$$ $$\sum_{i=1}^n k_i = 1$$ How do I find the quantile function, i.e. how do I invert F for n>1? I ...
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### Prediction interval for OLS with non-normally distributed residuals

I'm estimating a multiple linear regression model (found in equation 19 of "The volatility of realized volatility", Corsi et al. https://www.econstor.eu/bitstream/10419/25467/1/515328057.PDF) using ...
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### I have two sampling techniques $\varphi_1,\varphi_2$. Given $x=\varphi_1(u)$ can I compute a $v$ with $x=\varphi_2(v)$?

I have two sampling surjective techniques $\varphi_1,\varphi_2:[0,1)\to E$ mapping a random number $u\in[0,1)$ to a sample in a measurable space $(E,\mathcal E)$. Say $u\in[0,1)$ and $x:=\varphi_1(u)$...
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### Acceptance/rejection sampling and inverting CDF (R code illustration included)

I have the following example: Acceptance/rejection sampling In some cases the cumulative distribution function might not be (easily) invertible. For example if $X$ has the probability density ...
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### What is inverse CDF Normal Distribution Formula

Does anyone know what the Inverse Cumulative Distribution Function of Normal Distribution is? Does it have a closed form expression? I did not find any good answer using Google.
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### Population and income quantiles and their relationship

This is not a statistical question, narrowly defined, but it is a terminological question concerning a set of topics that have attracted a great deal of statistical attention, and on which I am ...
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I am trying to understand how to derive the quantile function from the cdf. The Singh-Maddala cdf is Should i just solve for x ? Thank you