Standard Normal Quantile by Bisection

Problem

Invert the standard normal CDF by bisection on [-10, 10]: repeatedly halve the interval according to whether Phi(mid) is below or above p.

Given p in (0, 1), use 200 bisection iterations and return the resulting z.

Hint

Bisection converges to machine precision in far fewer than 200 steps.

case 1

in: [0.5]

expected: -6.95729106167942e-17

case 2

in: [0.975]

expected: 1.9599639845400532

case 3

in: [0.1]

expected: -1.2815515655446004

Starter codePython

def standard_normal_quantile_by_bisection(p):
    # Your code here
    pass

3 test cases · run your code against them in the editor