7.4.8. mclearn.performance.beta_avg_inv_cdf

mclearn.performance.beta_avg_inv_cdf(y, parameters, res=0.001)[source]

Compute the inverse cdf of the average of the k beta distributions.

Parameters:
  • y (float) – A float between 0 and 1 (the range of the cdf)
  • parameters (array of tuples) – Each tuple (alpha_i, beta_i) is the parameters of a Beta distribution.
  • res (float, optional (default=0.001)) – The precision of the convolution, measured as step size in the support.
Returns:

x – the inverse cdf of y

Return type:

float