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Quantile and InverseCDF

  • To: mathgroup at smc.vnet.net
  • Subject: [mg87819] Quantile and InverseCDF
  • From: Peter Breitfeld <phbrf at t-online.de>
  • Date: Fri, 18 Apr 2008 02:37:50 -0400 (EDT)

(* Version 6.0.2 for Mac PPC *)

I thick I am missing something obvious:

The documentation for InverseCDF says:

"For a discrete Distribution dist the inverse CDF at q ist the largest
integer x such CDF[dist,x]<=q.

But I get

binom=BinomialDistribution[20,0.3]

InverseCDF[binom,0.5]     ---> 6
Quantile[binom,0.6]       ---> 6

CDF[binom,7]              ---> 0.772...
CDF[binom,6]              ---> 0.608...
CDF[binom,5]              ---> 0.416...

so the quantile ist the smallest integer such CDF[dist,x]>=q  ??


Gruss Peter
-- 
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Peter Breitfeld, Bad Saulgau, Germany -- http://www.pBreitfeld.de


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