Quantile function
![The probit is the quantile function of the normal distribution.](/Images/godic/202502/05/Probit_plot3601.png")
![The cumulative distribution function (shown as F(x)) gives the p values as a function of the q values. The quantile function does the opposite: it gives the q values as a function of the p values.](/Images/godic/202502/05/Quantile_distribution_function.svg3601.png")
In probability and statistics, the quantile function specifies, for a given probability in the probability distribution of a random variable, the value at which the probability of the random variable being less than or equal to this value is equal to the given probability. It is also called the percent point function or inverse cumulative distribution function.