Re: [Help-gsl] Inverse of Beta distributions

[Brian Gough]

Meenakshi Sharma writes:
 > I am looking for the inverse cumulative distribution
 > function (quantile) of Beta distributions.
 > The cdf functions for beta distribution are available
 > in the library but I could not find the quantile
 > functions.
 > Could someone please let me know how to calculate the
 > quantile?

It is very complicated to calculate the inverse of the beta cdf.  I
could not find an algorithm that I was satisfied with, so I did not
implement it.  

You can compute the value (somewhat inefficiently) by root-finding on
the cdf itself.

-- 
Brian Gough
(GSL Maintainer)

Network Theory Ltd,
Commercial support for GSL --- http://www.network-theory.co.uk/gsl/