Function _normal_dist_inv_cdf

Lib/statistics.py:1797–1872

(p, mu, sigma)

def _normal_dist_inv_cdf(p, mu, sigma):
    # There is no closed-form solution to the inverse CDF for the normal
    # distribution, so we use a rational approximation instead:
    # Wichura, M.J. (1988). "Algorithm AS241: The Percentage Points of the
    # Normal Distribution".  Applied Statistics. Blackwell Publishing. 37
    # (3): 477–484. doi:10.2307/2347330. JSTOR 2347330.
    q = p - 0.5

    if fabs(q) <= 0.425:
        r = 0.180625 - q * q
        # Hash sum: 55.88319_28806_14901_4439
        num = (((((((2.50908_09287_30122_6727e+3 * r +
                     3.34305_75583_58812_8105e+4) * r +
                     6.72657_70927_00870_0853e+4) * r +
                     4.59219_53931_54987_1457e+4) * r +
                     1.37316_93765_50946_1125e+4) * r +
                     1.97159_09503_06551_4427e+3) * r +
                     1.33141_66789_17843_7745e+2) * r +
                     3.38713_28727_96366_6080e+0) * q
        den = (((((((5.22649_52788_52854_5610e+3 * r +
                     2.87290_85735_72194_2674e+4) * r +
                     3.93078_95800_09271_0610e+4) * r +
                     2.12137_94301_58659_5867e+4) * r +
                     5.39419_60214_24751_1077e+3) * r +
                     6.87187_00749_20579_0830e+2) * r +
                     4.23133_30701_60091_1252e+1) * r +
                     1.0)
        x = num / den
        return mu + (x * sigma)

    r = p if q <= 0.0 else 1.0 - p
    r = sqrt(-log(r))
    if r <= 5.0:
        r = r - 1.6
        # Hash sum: 49.33206_50330_16102_89036
        num = (((((((7.74545_01427_83414_07640e-4 * r +
                     2.27238_44989_26918_45833e-2) * r +
                     2.41780_72517_74506_11770e-1) * r +
                     1.27045_82524_52368_38258e+0) * r +
                     3.64784_83247_63204_60504e+0) * r +
                     5.76949_72214_60691_40550e+0) * r +
                     4.63033_78461_56545_29590e+0) * r +
                     1.42343_71107_49683_57734e+0)
        den = (((((((1.05075_00716_44416_84324e-9 * r +
                     5.47593_80849_95344_94600e-4) * r +
                     1.51986_66563_61645_71966e-2) * r +
                     1.48103_97642_74800_74590e-1) * r +
                     6.89767_33498_51000_04550e-1) * r +
                     1.67638_48301_83803_84940e+0) * r +
                     2.05319_16266_37758_82187e+0) * r +
                     1.0)
    else:
        r = r - 5.0
        # Hash sum: 47.52583_31754_92896_71629
        num = (((((((2.01033_43992_92288_13265e-7 * r +
                     2.71155_55687_43487_57815e-5) * r +
                     1.24266_09473_88078_43860e-3) * r +
                     2.65321_89526_57612_30930e-2) * r +