Inverse Gamma distribution

This tool calculates the Inverse of Gamma Cumulative Distribution Function. One of its uses is to calculate percentiles of a Gamma distribution.


Inverse Gamma Distribution formulas


X : a random variable with a gamma distribution
`alpha` : shape parameter (> 0)
`beta` : scale parameter (> 0)

The inverse of the cumulative distribution function F(x) is also called the 'quantile function', denoted Q(x). We have,

`F(x) = 1/(Gamma(alpha))*1/beta^alpha*\int_-oo^xt^(alpha-1)e^(-t/beta)\ dt`

`Q(x) = F^(-1)(x)`

For a probability p, quantile function Q gives a q value that verifies,

`q = Q(p) = F^(-1)(p)`

By definition of F, we have,

`P(X < q) = p`

`P(X < q)` is the pobability that X is less than q.

See also

Gamma distribution Probabilities
Statistics Calculators