public double quantile2tiled ( double p ) { if ( p < 0.0 || p > 1.0 ) { throw new IllegalArgumentException ( "Invalid p: " + p ) ; } double x = Beta . inverseRegularizedIncompleteBetaFunction ( 0.5 * nu , 0.5 , 1.0 - p ) ; return Math . sqrt ( nu * ( 1.0 - x ) / x ) ; }
Two - tailed quantile .