Added ICDF for the continuous exponential distribution. (#6641)

* Added ICDF for the continuous exponential distribution. * Removed redundant out of bounds parameter tests.
pymc-devs · Apr 1, 2023 · b7764dd · b7764dd
1 parent eb4e353
commit b7764dd
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diff --git a/pymc/distributions/continuous.py b/pymc/distributions/continuous.py
@@ -1363,6 +1363,15 @@ def logcdf(value, mu):
             msg="lam >= 0",
         )
 
+    def icdf(value, mu):
+        res = -mu * pt.log(1 - value)
+        res = check_icdf_value(res, value)
+        return check_icdf_parameters(
+            res,
+            mu >= 0,
+            msg="mu >= 0",
+        )
+
 
 class Laplace(Continuous):
     r"""

diff --git a/tests/distributions/test_continuous.py b/tests/distributions/test_continuous.py
@@ -438,6 +438,11 @@ def test_exponential(self):
             {"lam": Rplus},
             lambda value, lam: st.expon.logcdf(value, 0, 1 / lam),
         )
+        check_icdf(
+            pm.Exponential,
+            {"lam": Rplus},
+            lambda q, lam: st.expon.ppf(q, loc=0, scale=1 / lam),
+        )
 
     def test_laplace(self):
         check_logp(