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.