jax.scipy.special.ndtri

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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 (Union[Array, ndarray, bool_, number, bool, int, float, complex]) – an array of type float32, float64.

Return type:

Array

Returns:

an array with dtype=p.dtype.

Raises:

TypeError – if p is not floating-type.