Percentiles of Continuous Probability Distributions
The value of the shaded area under the probability density function (blue) is given by the value of the cumulative distribution function (purple). The distribution menu contains 78 statistical distributions. The percentile slider is applicable for most of them.
The direct problem computes the cumulative distribution function CDF for a given value of . The inverse problem finds the value of for a given value of the CDF by using Mathematica's built-in Quantile function.