IStatistics.GammaInv

Syntax

GammaInv(Probability: Double; Alpha: Double; Beta: Double): Double;

Parameters

Probability. Probability value inverse function of which is calculated. Tolerance range: [0, 1];

Alpha. Distribution parameter. The value must be greater than zero.

Beta. Distribution parameter. If Beta = 1, the GammaInv function returns standard gamma distribution. The value must be greater than zero.

Description

The GammaInv method returns the inverse Gamma distribution.

Comments

This function is used to analyze variables which may have skewed distribution.

If Probability = GammaDist(x; …), then GammaInv(Probability ; …) = x.

Example

To execute the example, add a link to the Stat system assembly.

Sub UserProc;
Var
    st: Statistics;
    d0: Double;
Begin
    st := New Statistics.Create;
    d0 := st.GammaInv(0.2714, 7, 2);
    If st.Status <> 0 Then
        Debug.WriteLine(st.Errors);
    Else
        Debug.WriteLine("Inverse gamma distribution: " + d0.ToString);
    End If;
End Sub UserProc;

Executing this example shows the value of the inverse gamma-distribution in the console window:

Module execution started

Inverse gamma-distribution: 10.449988524551967

Module execution finished