Recently I was tasked with coding a complex calculation in Python, where the source was in Excel. They used the BETA.INV function to find theinverse of the beta cumulative probability density function.

Luckily, SciPi also has a beta function where the .PPF is the inverse of .CDF. The first three arguments, *probability*, *alpha* and *beta* are the same, but the in excel you can set the *lower* and *upper* bound, where as in Python you can set the *location* and *scale*.

If you want to convert the *lower* and *upper* bound to *location* and *scale*, you need to set the location as the *lower* bound, and the scale as the (*upper* bound - *lower* bound) as explained here.

For example, in excel:

`BETA.INV(0.75, 5, 1)`

is equal to

`>>> beta.ppf(0.75, 5, 1)`

and if you add lower (10) and upper (15) bounds in excel:

`BETA.INV(0.75, 5, 1, 10, 15)`

the python equivalent is:

`>>> beta.ppf(0.75, 5, 1, loc=10, scale=15-10)`