jsim.statistic
Class InverseZ

java.lang.Object
  jsim.statistic.InverseZ

public class InverseZ
extends java.lang.Object

This class computes the inverse Standard Normal Distribution.

Constructor Summary

InverseZ()

Method Summary

static double

zValue(double p) Calculate z-value given p level for standard Normal Distribution.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

InverseZ

public InverseZ()

Method Detail

zValue

public static double zValue(double p)

Calculate z-value given p level for standard Normal Distribution. From K. Pawlikowski (www.cosc.canterbury.ac.nz) ------------------------------------------------------------ This function computes the pth upper quantile of the stand- ard normal distribution (i.e., the value of z for which the are under the curve from z to +infinity is equal to p). 'Z' is a transliteration of the 'STDZ' function in Appendix C of "Principles of Discrete Event Simulation", G. S. Fishman, Wiley, 1978. The approximation used initially appeared in in "Approximations for Digital Computers", C. Hastings, Jr., Princeton U. Press, 1955. ------------------------------------------------------------

Parameters:

p - significance value

Returns:

double z-value