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