# QuantLib_InverseCumulativeNormal man page

InverseCumulativeNormal — Inverse cumulative normal distribution function.

## Synopsis

`#include <ql/math/distributions/normaldistribution.hpp>`

Inherits unary_function< Real, Real >.

### Public Member Functions

**InverseCumulativeNormal** (**Real** average=0.0, **Real** sigma=1.0)**Real operator()** (**Real** x) const

### Static Public Member Functions

static **Real standard_value** (**Real** x)

## Detailed Description

Inverse cumulative normal distribution function.

Given x between zero and one as the integral value of a gaussian normal distribution this class provides the value y such that formula here ...

It use Acklam's approximation: by Peter J. Acklam, University of Oslo, Statistics Division. URL: http://home.online.no/~pjacklam/notes/invnorm/index.html

This class can also be used to generate a gaussian normal distribution from a uniform distribution. This is especially useful when a gaussian normal distribution is generated from a low discrepancy uniform distribution: in this case the traditional Box-Muller approach and its variants would not preserve the sequence's low-discrepancy.

## Author

Generated automatically by Doxygen for QuantLib from the source code.

## Referenced By

InverseCumulativeNormal(3) and standard_value(3) are aliases of QuantLib_InverseCumulativeNormal(3).