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Inverse normal distribution function

Francis Siu
Ranch Hand

Joined: Jan 04, 2003
Posts: 867
I know MS Excel function for the Inverse normal distribution function
But do not know the Inverse normal distribution function in JAVA representation
Does JAVA API provide the mathematical function for modeling and analysis

thanks


Francis Siu
SCJP, MCDBA
Campbell Ritchie
Sheriff

Joined: Oct 13, 2005
Posts: 38509
    
  23
Have you looked? What is the algorithm for the inverse normal distribution?
Tim Moores
Rancher

Joined: Sep 21, 2011
Posts: 2408
Check if the Apache Commons Math library has something.
Francis Siu
Ranch Hand

Joined: Jan 04, 2003
Posts: 867
I did write the Monte Carlo simlulation in JAVA, but I would like to know JAVA library contain that function
thanks
Tim Moores
Rancher

Joined: Sep 21, 2011
Posts: 2408
So Commons Math has nothing?
Jayesh A Lalwani
Bartender

Joined: Jan 17, 2008
Posts: 2343
    
  28

There is another library called FinMath that is tailored towards functions commonly used in Finance. Take a look. It might have what you need
 
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subject: Inverse normal distribution function