code: @Override
      public double quantile(double p) {
          if (p < 0.0 || p > 1.0) {
              throw new IllegalArgumentException("Invalid p: " + p);
          }
  
          if (sigma == 0.0) {
              if (p < 1.0) {
                  return mu - 1E-10;
              } else {
                  return mu;
              }
          }
          return -1.41421356237309505 * sigma * Erf.inverfc(2.0 * p) + mu;
      }
docs: The quantile, the probability to the left of quantile(p) is p. This is
  actually the inverse of cdf.
  
  Original algorythm and Perl implementation can
  be found at: http://www.math.uio.no/~jacklam/notes/invnorm/index.html