Probit:
Probit is a nonlinear function of probability p:
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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lim
p ® 0 |
probit(p) = –Â¥; |
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lim
p ® 1 |
probit(p) = +Â¥; |
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