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beta_quantile

Function beta_quantile 

Source
pub fn beta_quantile(p: f64, a: f64, b: f64) -> f64
Expand description

Quantile (inverse CDF) of a Beta distribution with shape parameters a > 0 and b > 0 at probability p ∈ (0, 1): the value x ∈ [0, 1] with I_x(a, b) = p, where I is the regularized incomplete beta (the Beta CDF).

p ≤ 0 maps to the 0 support floor and p ≥ 1 to the 1 support ceiling; a non-finite or non-positive shape yields NaN. Built on the AS 64/109 inverse-incomplete-beta routine.

This is the bounded-support analogue of gamma_quantile: a Beta response (a proportion modelled by the Beta family) is skewed toward whichever edge its mean is near, so a symmetric μ ± z·σ predictive band mis-covers both tails even when its width is correct. Equal-tailed Beta quantiles place the right mass in each tail (#1194).