Inverse of complemented incomplete gamma integral
Given a and y, the function finds x such that
gammaIncompleteCompl( a, x ) = p.
Starting with the approximate value x = a t3, where t = 1 - d - normalDistributionInv(p) sqrt(d), and d = 1/9a, the routine performs up to 10 Newton iterations to find the root of incompleteGammaCompl(a,x) - p = 0.
See Implementation
Inverse of complemented incomplete gamma integral
Given a and y, the function finds x such that
gammaIncompleteCompl( a, x ) = p.
Starting with the approximate value x = a t3, where t = 1 - d - normalDistributionInv(p) sqrt(d), and d = 1/9a, the routine performs up to 10 Newton iterations to find the root of incompleteGammaCompl(a,x) - p = 0.