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XLeratorDB/statistics Documentation

SQL Server LaPlace inverse distribution function


LAPLACEINV

Updated: 31 July 2010

Use LAPLACEINV to calculate the inverse lower cumulative distribution of the Laplace distribution.
 
The formula for the lower cumulative distribution function is:

LAPLACEINV function for SQL Server
Syntax
SELECT [wctStatistics].[wct].[LAPLACEINV] (
  <@P, float,>
 ,<@A, float,>
 ,<@B, float,>)
Arguments
@P
is the value of the lower cumulative distribution function. @P is an expression of type float or of a type that implicitly converts to float
@A
is the location parameter. @A is an expression of type float or of a type that implicitly converts to float
@B
is the scale parameter. @B is an expression of type float or of a type that implicitly converts to float
Return Types
float
Remarks
·         @B must be greater than zero (B > 0).
·         @P must be greater than zero and less than one (0 < @P < 1).
Examples
Calculate the inverse of the lower cumulative distribution function:
SELECT wct.LAPLACEINV(0.696734670143683,0,1)
This produces the following result
----------------------
0.499999999999999
 

(1 row(s) affected)



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