def METHOD_NAME(self, alpha):
    def width(a):
        return self.ppf(alpha + self.cdf(a)) - a
    a = self.ppf(1e-6)  # a is displaced slightly from 0
    b = self.ppf(alpha)
    if self.pdf(a) >= self.pdf(b):  # upper limit
        return self.a, b
    a = sop.fminbound(width, a, self.ppf(1.0 - alpha))
    b = self.ppf(alpha + self.cdf(a))
    return a, b