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x/simplestatistics/index.js>probit

simple statistics for node & browser javascript
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function probit
import { probit } from "https://deno.land/x/simplestatistics@v7.7.5/index.js";

The Probit is the inverse of cumulativeStdNormalProbability(), and is also known as the normal quantile function.

It returns the number of standard deviations from the mean where the p'th quantile of values can be found in a normal distribution. So, for example, probit(0.5 + 0.6827/2) ≈ 1 because 68.27% of values are normally found within 1 standard deviation above or below the mean.