GammaIInv(Y ,A,B)

Returns the incomplete gamma function, defined as:

[math]\displaystyle{ GammaI(X,A,B) = {1\over{\gamma(A)}} \int_0^{x/B} e^{-t} t^{A-1} dt }[/math]

A is the shape parameter, B is an optional scale factor (default B=1). Note that some textbooks use [math]\displaystyle{ \lambda = 1/A }[/math]as the scale factor. The incomplete gamma function is defined for [math]\displaystyle{ X\geq 0 }[/math].

The incomplete gamma function returns the cumulative area from zero to X under the Gamma distribution.

The incomplete gamma function is useful in a number of mathematical and statistical contexts.

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