Statistical Glossary
Probit:
Probit is a nonlinear function of probability p:
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where F-1() is the function inverse to the cumulative distribution function F() of the standard normal distribution . In contrast to the probability p itsef (which takes on values from 0 to 1), the values of the probit of p are from minus- to plus-infinity.
For some specific values of p, values of the probit are:
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