Function poissonQuantile

src/compute-engine/numerics/distributions.ts:75–85

(
  lambda: number,
  prob: number,
  deadline?: number
)

/** Quantile of Poisson(λ) at probability `prob` (a non-negative integer). */
export function poissonQuantile(
  lambda: number,
  prob: number,
  deadline?: number
): number {
  const mean = lambda;
  const stddev = Math.sqrt(lambda);
  // CDF(k) = P(X ≤ k) = Q(k+1, λ).
  const cdf = (k: number): number => (k < 0 ? 0 : gammaQ(k + 1, lambda));
  return discreteQuantile(cdf, prob, mean, stddev, 0, Infinity, deadline);
}