 # Probit

Probit:

Probit is a nonlinear function of probability p:

 probit(p) = F–1(p)

where F1() 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:

 lim p Ã‚Â® 0 probit(p) = –Ã‚Â¥;
 probit(0.5) = 0;
 lim p Ã‚Â® 1 probit(p) = +Ã‚Â¥;

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