Brief: I need the formula to calculate inverse cumulative distribution function (ICDF).
On the following website you will find a calculator to calculate a cumulative distribution function (CDF) for a normal distribution.
You input the mean, variance and value and receive the cumulative probability of that value.
What I need: I need the mathematical function for the inverse cumulative distribution function. i.e. I want to be able to provide the cumulative probability, mean and variance, and receive the associated value for that amount.
Your work will involve providing me with the mathematical function to calculate inverse cumulative distribution.