title: Python: inverse empirical cumulative distribution function (ECDF)?
body: <p>We can create the ECDF with </p>
  
  <pre><code>import numpy as np
  from statsmodels.distributions.empirical_distribution import ECDF
  ecdf = ECDF([3, 3, 1, 4])
  </code></pre>
  
  <p>and obtain then ECDF at point with </p>
  
  <pre><code>ecdf(x)
  </code></pre>
  
  <p>However, what if I want to know the x for percentile 97.5% ? </p>
  
  <p>From <code>http://www.statsmodels.org/stable/generated/statsmodels.distributions.empirical_distribution.ECDF.html?highlight=ecdf</code>, it seems like not been implemented. </p>
  
  <p>Is there any way to do this? Or any other libraries?</p>