Starting Python 3.8
, the standard library provides the NormalDist
object as part of the statistics
module.
It can be used to get the inverse cumulative distribution function (inv_cdf
- inverse of the cdf
), also known as the quantile function or the percent-point function for a given mean (mu
) and standard deviation (sigma
):
from statistics import NormalDist
NormalDist(mu=10, sigma=2).inv_cdf(0.95)
# 13.289707253902943
Which can be simplified for the standard normal distribution (mu = 0
and sigma = 1
):
NormalDist().inv_cdf(0.95)
# 1.6448536269514715