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XLeratorDB/statistics Documentation

SQL Server incomplete gamma inverse distribution function


 
Updated: 9 August 2010

Use INVGAMMAP to calculate the inverse of the incomplete gamma function P(a,x). The equation for this function is:
 
 INVGAMMAP
Where
 INVGAMMAP
Syntax
SELECT [wctStatistics].[wct].[INVGAMMAP] (
   <@P, float,>
 ,<@A, float,>)
Arguments
@P
a value to be passed to the function. @P is an expression of type float or of a type that can be implicitly converted to float
@A
a value to be passed to the function. @A is an expression of type float or of a type that can be implicitly converted to float
Return Types
float
Remarks
·         If @A ≤ 0, INVGAMMAP will return an error.
·         GAMMAP(@A,INVGAMMAP(@P, @A))-@P = 0
Examples

Select
wct.INVGAMMAP(0.0526530172876507, 5)

This produces the following result
----------------------
2
 
(1 row(s) affected)
 

Select
wct.GAMMAP(5, wct.INVGAMMAP(0.0526530172876507, 5))-0.0526530172876507

This produces the following result
----------------------
0
 
(1 row(s) affected)
See Also
·         BETADIST - beta distribution


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