What is the [Sci/Num]Python equivalent to Matlabs ...

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What is the [Sci/Num]Python equivalent to Matlabs 'norminv' (Normal inverse cumulative distribution function) [duplicate]

python matlab numpy statistics scipy

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How to calculate the inverse of the normal cumulative distribution function in python? (3 answers)

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I am searching for a python equivalent of the norminv function in Matlab.

Or in other words (from the above description):I am searching for the 'Normal inverse cumulative distribution function' in python, or probably in the stats part of scipy (Or maybe numpy?)

I would guess that it exists in scipy, but probably under another name than in matlab, or in matlabs help page. However I am not sure of this functions other names, or exact workings, so I am having a hard time finding it. And unfortunately it's not simply the 'Inverse normal cumul…' instead of the 'Normal inverse cumul…'

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asked Mar 31 '15 at 13:22

JC_CL
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It depends exactly on what you want. If you want the cdf of a distribution that is the inverse of the normal distribution, you want invgauss, 'An inverse Gaussian continuous random variable.'. To get the cdf, you would need to use the invgauss.cdf method. Adapted from the documentation:

from scipy.stats import invgaussmu = 0.145462645553vals = invgauss.ppf([0.001, 0.5, 0.999], mu)res = invgauss.cdf(vals, mu)

On the other hand, if you want the inverse of the cdf of the normal distribution, you want the ppf method of the norm distribution, which is the 'Percent point function (inverse of cdf — percentiles).'

https://stackoverflow.com/questions/29369776/what-is-the-sci-numpython-equivalent-to-matlabs-norminv-normal-inverse-cumu/29370194#29370194

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answered Mar 31 '15 at 13:50

TheBlackCat
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edited Mar 31 '15 at 14:50

• I don't think this is correct: Inverse Gaussian Distribution – knedlsepp Mar 31 '15 at 14:26
• From the scipy 0.10.0 release notes: 'The deprecated name invnorm was removed from scipy.stats.distributions, this distribution is available as invgauss.' – TheBlackCat Mar 31 '15 at 14:32
• I'm just not sure if the inverse gaussian cdf is the same as: the inverse of the gaussian cdf. I'm just cross checking this. – knedlsepp Mar 31 '15 at 14:36
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  Ok. Reason why this must be incorrect: The inverse of the normal cumulative distribution function is a function defined on the interval [0,1], whereas the distribution function of the so called inverse gaussian distribution has support (0,Inf) as listed on wikipedia. This means those must be two different things as I suspected. The OP wants the function norm.ppf used in the question I linked as duplicate. – knedlsepp Mar 31 '15 at 14:47
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  OK, so assuming norminv in octave is indeed the same as norminv in matlab (Octaves documentation is quite short, and I suck at statistics) the python equivalent seems indeed to be norm.ppf from scipy.stats: octave-octave:9> norminv(0.9) ans = 1.2816 octave:10> norminv(0.5) ans = 0 Python-In [35]: stats.norm.ppf(0.9) Out[35]: 1.2815515655446004 In [36]: stats.norm.ppf(0.5) Out[36]: 0.0 – JC_CL Mar 31 '15 at 15:15

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