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Math Help - Cumulative distribution function and distribution function

  1. #1
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    Cumulative distribution function and distribution function

    Hi there,

    I am working on a question where I am given the probability density fuction and asked to calculate the cumulative distribution function. I am then asked to calculate the inverse cumulative distribution function. Then I am asked to use the inverse to calculate the distribution function. I have unsure of 2 things:

    1: Do you calculate the inverse to a cumulative distribution function as you would any function?

    2: What is the relationship between the CGF's inverse and the distribution function?

    Thanks

    Nappy
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  2. #2
    Senior Member MaxJasper's Avatar
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    Re: Cumulative distribution function and distribution function

    Usually inverse of prob distributions need asymptotic expansions and series...etc. You can find them in some math & stat references & handbooks.
    Thanks from Nappy
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