scipy.special.gdtrib¶
-
scipy.special.
gdtrib
(a, p, x, out=None) = <ufunc 'gdtrib'>¶ Inverse of
gdtr
vs b.Returns the inverse with respect to the parameter b of
p = gdtr(a, b, x)
, the cumulative distribution function of the gamma distribution.Parameters: a : array_like
a parameter values of gdtr(a, b, x). 1/a is the “scale” parameter of the gamma distribution.
p : array_like
Probability values.
x : array_like
Nonnegative real values, from the domain of the gamma distribution.
out : ndarray, optional
If a fourth argument is given, it must be a numpy.ndarray whose size matches the broadcast result of a, b and x. out is then the array returned by the function.
Returns: b : ndarray
Values of the b parameter such that p = gdtr(a, b, x). b is the “shape” parameter of the gamma distribution.
See also
Notes
Wrapper for the CDFLIB [R443] Fortran routine cdfgam.
The cumulative distribution function p is computed using a routine by DiDinato and Morris [R444]. Computation of b involves a search for a value that produces the desired value of p. The search relies on the monotonicity of p with b.
References
[R443] (1, 2) Barry Brown, James Lovato, and Kathy Russell, CDFLIB: Library of Fortran Routines for Cumulative Distribution Functions, Inverses, and Other Parameters. [R444] (1, 2) DiDinato, A. R. and Morris, A. H., Computation of the incomplete gamma function ratios and their inverse. ACM Trans. Math. Softw. 12 (1986), 377-393. Examples
First evaluate
gdtr
.>>> from scipy.special import gdtr, gdtrib >>> p = gdtr(1.2, 3.4, 5.6) >>> print(p) 0.94378087442
Verify the inverse.
>>> gdtrib(1.2, p, 5.6) 3.3999999999723882