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 = GammaProbBetween(gamma.Shape, gamma.Rate, lowerBound, upperBound);
return(Math.Min(upperBound, Math.Max(lowerBound, gamma.GetQuantile(probability * totalProbability + lowerProbability))));
}