betaDistributionComplInv

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

  1. real betaDistribution(real a, real b, real x)
  2. real betaDistributionCompl(real a, real b, real x)
  3. real betaDistributionInv(real a, real b, real y)
  4. real betaDistributionComplInv(real a, real b, real y)
    real
    betaDistributionComplInv
    (
    real a
    ,
    real b
    ,
    real y
    )

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