public void IRID205_GammaDistInvCdfSmallAlphaLargeTheta()
{
double alpha = 0.016512683231958761;
double theta = 73076944.560563684;
GammaDistribution gamma_dist = new GammaDistribution(alpha, theta);
double left_tail = gamma_dist.InverseCumulativeDistribution(0.001);
Assert.That(left_tail, Is.Not.NaN);
}
static double GAMMAINV(double x, double alpha, double beta)
{
GammaDistribution dist = new GammaDistribution(alpha, beta);
return dist.InverseCumulativeDistribution(x);
}
