Computes the uniform inverse cumulative distribution function (InvCDF)
value to evaluate InvCDF
lower bound
upper bound
import mir.math.common: approxEqual; assert(0.5.uniformInvCDF == 0.5); assert((1.0 / 3).uniformInvCDF(0.0, 1.5).approxEqual(0.5)); assert((3.0 / 4).uniformInvCDF(1.0, 3.0).approxEqual(2.5));
Uniform Distribution
See Implementation
Computes the uniform inverse cumulative distribution function (InvCDF)