Scilab Function

cdfbet - cumulative distribution function Beta distribution

Calling Sequence




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.