scipy.special.btdtri

scipy.special.btdtri(a, b, p) = <ufunc 'btdtri'>

The p-th quantile of the beta distribution.

This function is the inverse of the beta cumulative distribution function, btdtr, returning the value of x for which btdtr(a, b, x) = p, or

\[p = \int_0^x \frac{\Gamma(a + b)}{\Gamma(a)\Gamma(b)} t^{a-1} (1-t)^{b-1}\,dt\]

Parameters:

a : array_like

Shape parameter (a > 0).

b : array_like

Shape parameter (b > 0).

p : array_like

Cumulative probability, in [0, 1].

Returns:

x : ndarray

The quantile corresponding to p.

See also

betaincinv, btdtr

Notes

The value of x is found by interval halving or Newton iterations.

Wrapper for the Cephes [R397] routine incbi, which solves the equivalent problem of finding the inverse of the incomplete beta integral.

References

[R397]

(1, 2) Cephes Mathematical Functions Library, http://www.netlib.org/cephes/index.html