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Probabilities.GammaCDFInv Method (double, double, double)

Gamma distribution point percent function (PPF).

Syntax
C#
Visual Basic
public static double GammaCDFInv(double p, double a, double b);
Parameters 
Description 
double p 
Probability, real positive value on closed interval [0,1]. 
double a 
Defines distribution scale parameter. a must be a positive scalar. 
double b 
Defines distribution shape parameter. b must be a positive scalar. 

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.

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

 

where Gamma denotes the Math387.Gamma function.

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