/// <inheritdoc/>
public double GetProbLessThan(double x)
{
if (this.IsPointMass)
{
return((this.Point < x) ? 1.0 : 0.0);
}
else
{
double totalProbability = Gamma.GetProbBetween(LowerBound, UpperBound);
return(Gamma.GetProbBetween(LowerBound, x) / totalProbability);
}
}
public static double GetQuantile(Gamma gamma, double lowerBound, double upperBound, double probability)
{
if (probability < 0)
{
throw new ArgumentOutOfRangeException(nameof(probability), "probability < 0");
}
if (probability > 1)
{
throw new ArgumentOutOfRangeException(nameof(probability), "probability > 1");
}
double lowerProbability = gamma.GetProbLessThan(lowerBound);
double totalProbability = gamma.GetProbBetween(lowerBound, upperBound);
return(Math.Min(upperBound, Math.Max(lowerBound, gamma.GetQuantile(probability * totalProbability + lowerProbability))));
}