g01fff

Purpose

Synopsis

[fun_value,ifail] = g01fff(p,a,b<,tol,ifail>)

Description

 
 The deviate, g , associated with the lower tail probability, p, 
               p                                                
 of the gamma distribution with shape parameter (alpha) and scale 
 parameter (beta), is defined as the solution to:
 
 
                                                         
                                                         
                                          1              
 P(G<=g :(alpha),(beta))=p= -----------------------------
       p                          (alpha)                
                            (beta)       (Gamma)((alpha))
  g                               
   p                              
  /  -G/(beta) (alpha)-1          
  | e         G         dG , 0<=g <infty ; (alpha),(beta)>0.
  /                              p
  0                               
 

Parameters

g01fff

Required Input Arguments:

p                                     real
a                                     real
b                                     real

Optional Input Arguments:                       <Default>

tol                                   real     10*eps
ifail                                 integer  -1

Output Arguments:

ifail                                 integer