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External module "ql/math/distributions/binomialdistribution"

Index

Functions

PeizerPrattMethod2Inversion

  • Given an odd integer n and a real number z it returns p such that: 1 - CumulativeBinomialDistribution((n-1)/2, n, p) = CumulativeNormalDistribution(z)

    n must be odd

    Parameters

    Returns Real

binomialCoefficient

binomialCoefficientLn