IDAX.QBERN - Inverse Bernoulli distribution

The QBERN function returns the value x of a variable that follows the Bernoulli distribution for which the probability of being smaller or equal to x is equal to the specified percentage.

Syntax

IDAX.QBERN(DOUBLE percentage, DOUBLE p)

Parameter descriptions

percentage
Mandatory.
The requested limit of the percentage.
If the value of percentage is not in the range of 0 - 1, QBERN(percentage,p) is null for all p values.
Min: 0.00000000001
Max: 0.99999999999
Data type: DOUBLE
p
Mandatory.
The probability of success.
If the value of p is not in the range of 0 - 1, QBERN(percentage,p) is null for all percentage values.
Min: 0.00000000001
Max: 1-0.00000000001
Data type: DOUBLE

If PBERN(x,p)=perc, QBERN(perc,p)=x for all positive x values and for p values in the range of 0 - 1.

Returned information

INT8 the point x where PBERN(x,p)=percentage.