locationOfCDFPercentile

Find the location of a CDF percentile.

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Declaration

 z = locationOfCDFPercentile(self,alpha)

Parameters

• alpha target percentile strictly between 0 and 1

Returns

• z location where cdf(z) equals alpha

Discussion

This method returns \(z_{\alpha}\) satisfying \(F(z_{\alpha}) = \alpha\) for the current cumulative distribution \(F\).