cdfbet ====== cumulative distribution function Beta distribution Calling Sequence ~~~~~~~~~~~~~~~~ :: [P,Q]=cdfbet("PQ",X,Y,A,B) [X,Y]=cdfbet("XY",A,B,P,Q) [A]=cdfbet("A",B,P,Q,X,Y) [B]=cdfbet("B",P,Q,X,Y,A) Arguments ~~~~~~~~~ :P,Q,X,Y,A,B five real vectors of the same size. : :P,Q (Q=1-P) The integral from 0 to X of the beta distribution (Input range: [0, 1].) : :Q 1-P : :X,Y (Y=1-X) Upper limit of integration of beta density (Input range: [0,1], Search range: [0,1]) A,B : The two parameters of the beta density (input range: (0, +infinity), Search range: [1D-300,1D300] ) : Description ~~~~~~~~~~~ Calculates any one parameter of the beta distribution given values for the others (The beta density is proportional to `t^(A-1) * (1-t)^(B-1)`. Cumulative distribution function (P) is calculated directly by code associated with the following reference. DiDinato, A. R. and Morris, A. H. Algorithm 708: Significant Digit Computation of the Incomplete Beta Function Ratios. ACM Trans. Math. Softw. 18 (1993), 360-373. Computation of other parameters involve a seach for a value that produces the desired value of P. The search relies on the monotinicity of P with the other parameter. From DCDFLIB: Library of Fortran Routines for Cumulative Distribution Functions, Inverses, and Other Parameters (February, 1994) Barry W. Brown, James Lovato and Kathy Russell. The University of Texas.