Probabilities.GammaCDFInv Function

Gamma distribution point percent function (PPF).

Pascal

function GammaCDFInv(p: double; a: double; b: double): double; overload;

Parameters	Description
p	Probability, real positive value on closed interval [0,1].
a	Defines distribution scale parameter. a must be a positive scalar.
b	Defines distribution shape parameter. b must be a positive scalar.

Returns

the Gamma distribution point percent function (PPF) for probability y using the parameters a and b. Both parameters a and b must be positive, otherwise the result is NAN.

Description

The inverse gamma cumulative distribution function is defined by the following equation:

where Gamma denotes the Math387.Gamma function.