Thread: 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

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