[MATH-957] Use analytical function for UniformRealDistribution.inverseCumulativeProbability

• Type: Bug
• Status: Closed
• Priority: Major
• Resolution: Fixed
• Affects Version/s: 3.2
• Fix Version/s: 3.2
• Assignee: Unassigned
• Reporter: Evan Ward
• Created: 27/Mar/13 19:18
• Updated: 07/Apr/13 09:21
• Resolved: 28/Mar/13 10:25

Description

The inverse CDF is currently solved by a root finding function. It would be much simpler (and faster) to use the analytical expression. This would save the user from having to set the inverseCumAccuracy correctly.

I've attached a patch that implements this.