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.

Table Of Contents

This Page