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Quantile function

Statistical function that defines the quantiles of a probability distribution / From Wikipedia, the free encyclopedia

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In probability and statistics, the quantile function outputs the value of a random variable such that its probability is less than or equal to an input probability value. Intuitively, the quantile function associates with a range at and below a probability input the likelihood that a random variable is realized in that range for some probability distribution. It is also called the percentile function (after the percentile), percent-point function or inverse cumulative distribution function (after the cumulative distribution function).

The probit is the quantile function of the normal distribution.

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