diff --git a/pkgs/math-pkgs/math-doc/math/scribblings/math-distributions.scrbl b/pkgs/math-pkgs/math-doc/math/scribblings/math-distributions.scrbl
index d9d2cbffef..bcadafe6b8 100644
--- a/pkgs/math-pkgs/math-doc/math/scribblings/math-distributions.scrbl
+++ b/pkgs/math-pkgs/math-doc/math/scribblings/math-distributions.scrbl
@@ -254,6 +254,20 @@ the two endpoints are swapped first.) The @racket[log?] and @racket[1-p?] argume
 meaning of the return value in the same way as the corresponding arguments to @racket[cdf].
 }
 
+@defproc[(real-dist-hpd-interval [d Real-Dist] [α Real]) (Values Flonum Flonum)]{
+Finds the smallest interval for which @racket[d] assigns probability @racket[α], if one exists.
+@examples[#:eval untyped-eval
+                 (define d (beta-dist 3 2))
+                 (define-values (x0 x1) (real-dist-hpd-interval d 0.8))
+                 (plot (list
+                        (function-interval (λ (x) 0) (distribution-pdf d) x0 x1
+                                           #:line1-style 'transparent
+                                           #:line2-style 'transparent
+                                           #:label "80% HPD region")
+                        (function (distribution-pdf d) 0 1
+                                  #:label "Beta(3,2)")))]
+}
+
 @section{Finite Distribution Families}
 
 @subsection{Unordered Discrete Distributions}
diff --git a/pkgs/math-pkgs/math-lib/math/private/distributions/dist-functions.rkt b/pkgs/math-pkgs/math-lib/math/private/distributions/dist-functions.rkt
index c1c7e9be13..35a849a385 100644
--- a/pkgs/math-pkgs/math-lib/math/private/distributions/dist-functions.rkt
+++ b/pkgs/math-pkgs/math-lib/math/private/distributions/dist-functions.rkt
@@ -82,7 +82,7 @@
 ;; ===================================================================================================
 ;; Highest probability density (HPD) regions
 
-(: real-dist-hpd-interval (-> Real-Dist Real (Values Real Real)))
+(: real-dist-hpd-interval (-> Real-Dist Real (Values Flonum Flonum)))
 (define (real-dist-hpd-interval d α)
   (when (or (α . <= . 0) (α . > . 1))
     (raise-argument-error 'real-dist-hpd-interval "Real in (0,1]" 1 d α))