IDAX.QNORM_H - High-tail inverse standard normal distribution

The QNORM_H function returns the value x of a variable that follows the standard normal distribution for which the probability of being greater than is equal to the specified percentage.

Syntax

IDAX.QNORM_H(DOUBLE percentage)

Parameter descriptions

percentage: Mandatory.; The requested limit of the percentage.; If percentage is not in the range of 0 - 1, QNORM_H(percentage) is null.; Min: 0.00000000001; Max: 0.99999999999; Data type: DOUBLE

QNORM_H(percentage)=QNORM(1-percentage) for percentage values in the range of 0 - 1.

If PNORM_H(x)=perc, QNORM_H(perc)=x for all x values.

Returned information

DOUBLE the point x where PNORM_H(x)=percentage.