jax.scipy.special.ndtri
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jax.scipy.special.ndtri¶
- jax.scipy.special.ndtri(p)[source]¶
The inverse of the CDF of the Normal distribution function.
Returns x such that the area under the PDF from \(-\infty\) to x is equal to p.
A piece-wise rational approximation is done for the function. This is a based on the implementation in netlib.
- Parameters
p – an array of type float32, float64.
- Returns
an array with dtype=p.dtype.
- Raises
TypeError – if p is not floating-type.