betaDistributionCompl

Beta distribution and its inverse

Returns the incomplete beta integral of the arguments, evaluated from zero to x. The function is defined as

betaDistribution = Γ(a+b)/(Γ(a) Γ(b)) * $(INTEGRATE 0, x) ta-1(1-t)b-1 dt

The domain of definition is 0 <= x <= 1. In this implementation a and b are restricted to positive values. The integral from x to 1 may be obtained by the symmetry relation

betaDistributionCompl(a, b, x ) = betaDistribution( b, a, 1-x )

The integral is evaluated by a continued fraction expansion or, when b*x is small, by a power series.

The inverse finds the value of x for which betaDistribution(a,b,x) - y = 0

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