Pierre Simon Laplace, Inverse Probability, Central Limit Theorem, Probability, Deep Dives.
α/2 and (1 — α/2) respectively (Image by Author) In the above formulae, F(x) is the notation for the Cumulative Distribution function (CDF) of X. F(.) to the power ( — 1) is the inverse CDF (not to be confused with inverse probability). The meaning of inverse CDF is quite simple. Suppose P(X=x) is