class MoreMath::NormalDistribution
def inverse_probability(p)
Returns the inverse cumulative probability value of the
def inverse_probability(p) case when p <= 0 -1 / 0.0 when p >= 1 1 / 0.0 when p == 0.5 # This is a bit sloppy, maybe improve this later. @mu else begin NewtonBisection.new { |x| probability(x) - p }.solve(nil, 1_000_000) rescue 0 / 0.0 end end end