Quantile

Name

UxHwDoubleQuantile, UxHwFloatQuantile — Return the quantile of a distribution for a given probability value.

Synopsis

#include <uxhw.h>

double	UxHwDoubleQuantile(double value, double probability);
float	UxHwFloatQuantile(float value, float probability);

Description

On architectures that associate distributional information with floating-point values, the UxHwDoubleQuantile() function returns the value of the support position of the distribution associated with value for which the cumulative distribution function (CDF) equals to probability.

Parameters

• value — The distributional value to calculate the quantile for.
• probability $\in (0,1)$ — The probability value used to calculate the quantile for value.

Return Values

The UxHwDoubleQuantile() function returns a floating-point value equal to the domain position of the distribution value at which its CDF takes the value probability. If value has no distribution associated with it, it returns value for any permissible value of probability.

✏️   Examples

#include <stdio.h>
#include <uxhw.h>

int
main(void)
{
	double	probability = 0.9;

	double	a = UxHwDoubleGaussDist(0.0, 1.0);
	double	quantile = UxHwDoubleQuantile(a, probability);

	printf("The %lf quantile of `a` is %lf.\n", probability, quantile);

	return 0;
}