Added ICDF for the Kumaraswamy distribution.

pymc/distributions/continuous.py

@@ -1287,6 +1287,16 @@ def logcdf(value, a, b):
             msg="a > 0, b > 0",
         )
 
+    def icdf(value, a, b):
+        res = (1 - (1 - value) ** pt.reciprocal(b)) ** pt.reciprocal(a)
+        res = check_icdf_value(res, value)
+        return check_icdf_parameters(
+            res,
+            a > 0,
+            b > 0,
+            msg="a > 0, b > 0",
+        )
+
 
 class Exponential(PositiveContinuous):
     r"""

tests/distributions/test_continuous.py

@@ -424,6 +424,22 @@ def scipy_log_cdf(value, a, b):
             {"a": Rplus, "b": Rplus},
             scipy_log_cdf,
         )
+        check_icdf(
+            pm.Kumaraswamy,
+            {"a": Rplus, "b": Rplus},
+            lambda q, a, b: (1 - (1 - q) ** (1 / b)) ** (1 / a),
+        )
+
+        # Custom logp / logcdf / icdf check for invalid parameters
+        for a, b in ((-2, 0.5), (0.5, -2), (-2, -2)):
+            invalid_dist = pm.Kumaraswamy.dist(a=a, b=b)
+            with pytensor.config.change_flags(mode=Mode("py")):
+                with pytest.raises(ParameterValueError):
+                    logp(invalid_dist, np.array(0.5)).eval()
+                with pytest.raises(ParameterValueError):
+                    logcdf(invalid_dist, np.array(0.5)).eval()
+                with pytest.raises(ParameterValueError):
+                    icdf(invalid_dist, np.array(0.5)).eval()
 
     def test_exponential(self):
         check_logp(