scipy/numpy inverse cumulative normal

[bartsimpson8882002@yahoo.com]

I was wondering if scipy/numpy has the inverse cumulative normal
function, ie the function f in this expression

f(scipy.stats.n orm.cdf(1.2)) = 1.2

or more generally, a function f which fits the criteria

f(scipy.stats.n orm.cdf(x)) = x

There is a distribution called invnorm, but I am not sure of how to use
it.

[Robert Kern]

Re: scipy/numpy inverse cumulative normal

bartsimpson8882 002@yahoo.com wrote:[color=blue]
> I was wondering if scipy/numpy has the inverse cumulative normal
> function, ie the function f in this expression
>
> f(scipy.stats.n orm.cdf(1.2)) = 1.2
>
> or more generally, a function f which fits the criteria
>
> f(scipy.stats.n orm.cdf(x)) = x[/color]

Look in the file where all of the distributions are defined,
Lib/stats/distributions.p y . You will find that each distribution object also
has a method call .ppf(), the Percent Point Function, the inverse of the CDF.

In [1]: from scipy.stats import norm

In [2]: norm.ppf(norm.c df(1.2))
Out[2]: array(1.2000000 000000004)
[color=blue]
> There is a distribution called invnorm, but I am not sure of how to use
> it.[/color]

invnorm is another probability distribution entirely. Don't bother with it.

--
Robert Kern
robert.kern@gma il.com

"I have come to believe that the whole world is an enigma, a harmless enigma
that is made terrible by our own mad attempt to interpret it as though it had
an underlying truth."
-- Umberto Eco

[noonoo]

Re: scipy/numpy inverse cumulative normal

In article <mailman.4266.1 144520725.27775 .python-list@python.org >,
robert.kern@gma il.com says...[color=blue]
> bartsimpson8882 002@yahoo.com wrote:[color=green]
> > I was wondering if scipy/numpy has the inverse cumulative normal
> > function, ie the function f in this expression
> >
> > f(scipy.stats.n orm.cdf(1.2)) = 1.2
> >
> > or more generally, a function f which fits the criteria
> >
> > f(scipy.stats.n orm.cdf(x)) = x[/color]
>
> Look in the file where all of the distributions are defined,
> Lib/stats/distributions.p y . You will find that each distribution object also
> has a method call .ppf(), the Percent Point Function, the inverse of the CDF.
>
> In [1]: from scipy.stats import norm
>
> In [2]: norm.ppf(norm.c df(1.2))
> Out[2]: array(1.2000000 000000004)
>[color=green]
> > There is a distribution called invnorm, but I am not sure of how to use
> > it.[/color]
>
> invnorm is another probability distribution entirely. Don't bother with it.
>
>[/color]
Great thanks very much. Exactly what I was looking for. And seeing the
scipy.info for ppf, that's exactly what it says as well. Got distracted
by the invnorm distribution :-(