0

Do you have any idea how I can get the cumulative distribution function (CDF) for inverse-normal (Gauusian) distribution? Modeler 18.2 doesn't have that specific function, and I need it to calculate a Vasicek test.

Julian
  • 1
  • 3
  • I would be astounded to find any statistical package that does not include this function: consult the SPSS documentation. The top Google hit for "SPSS inverse normal distribution" takes you there: https://www.ibm.com/support/knowledgecenter/en/SSLVMB_24.0.0/spss/base/invdistfunctionlist.html. – whuber Aug 09 '19 at 12:28
  • I need it for SPSS Modeler - the data mining client from the SPSS family. – Julian Aug 09 '19 at 13:00
  • You might, then, want to focus on its specific documentation. Given the name "SPSS" I had supposed it would share functionality with SPSS, but I could be wrong. – whuber Aug 09 '19 at 13:02
  • And so I have, and it does not exist in there, therefor, I am asking the community here. :) – Julian Aug 09 '19 at 13:32
  • Unless someone kindly offers a suggestion in a comment--which sometimes happens--you're going to be better off asking an SPSS-specific community. There should be links to such communities available through the hyperlinks in the off-topic message above. – whuber Aug 09 '19 at 14:30
  • Well, my question was not specifically about SPSS Modeler. I changed it in the topic, so it doesn't confuse people. It is rather about the computation itself, the mathematical expression. – Julian Aug 12 '19 at 07:56
  • Have you checked https://en.wikipedia.org/wiki/Inverse_Gaussian_distribution? – Jarle Tufto Aug 13 '19 at 13:46
  • Yes. I may have to paraphrase the question. I'll ask anew. – Julian Aug 13 '19 at 15:37

0 Answers0