thinkbayes.py 文件源码

def GaussianCdfInverse(p, mu=0, sigma=1):
    """Evaluates the inverse CDF of the gaussian distribution.

    See http://en.wikipedia.org/wiki/Normal_distribution#Quantile_function  

    Args:
        p: float

        mu: mean parameter

        sigma: standard deviation parameter

    Returns:
        float
    """
    x = ROOT2 * erfinv(2 * p - 1)
    return mu + x * sigma