qGamma

qGamma(k, p, tail=False)

Quantile of a Gamma distribution on [0,+\infty[.

Parameters:
kfloat

Shape parameter k > 0 with k = (\mu - \gamma)^2 / \sigma^2.

xfloat
pfloat, in [0,1]

The probability.

tailbool, optional

Tail flag. Default value is False. If True, the quantile associated to (1-p) is computed.

Returns:
qfloat

The quantile of order p or (1-p).

Notes

The probability density function is defined as:

f_X(x) = \frac{1}{\Gamma(k)}
         \left(x )\right)^{k - 1}
         \exp\left(- x)\right),
         \quad x \in [0; +\infty[

with k, \lambda > 0.

Examples

>>> import openturns as ot
>>> q = ot.DistFunc.qGamma(2.5, 0.95)
>>> q = ot.DistFunc.qGamma(2.5, 0.95, True)