GammaInverseCdf Method (Double, Double, Double)

Inverse cumulative distribution function. Is useful for quantile calculation. Function will return value of random variable such that likelihood for this random variable to occur less than or equal to returned value equal to specified pvalue parameter.

Namespace: FinMath.Statistics.Distributions
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170

Syntax

Copy

public static double InverseCdf(
	double pvalue,
	double shape,
	double scale
)

Parameters

pvalue: Type: SystemDouble
Probability value in [0..1].
shape: Type: SystemDouble
Shape.
scale: Type: SystemDouble
Scale.

Return Value

Type: Double
Value of random variable.

Reference

Gamma Class

InverseCdf Overload

FinMath.Statistics.Distributions Namespace

GammaAddLanguageSpecificTextSet("LSTAD8275AB_0?cpp=::|nu=.");InverseCdf Method (Double, Double, Double)

Parameters

Return Value

Reference

GammaInverseCdf Method (Double, Double, Double)