Evaluates the inverse of the beta cumulative probability distribution function.
double
specifying the probability for which the inverse of the beta CDF is to be evaluated. double
specifying the first beta distribution parameter. double
specifying the second beta distribution parameter. A double
specifying the probability that a beta random variable takes a value less than or equal to this value is p.
Method InverseBeta
evaluates the inverse distribution function of a beta random variable with parameters pin
and qin
, that is, with P = p, p = pin, and q = qin, it determines x (equal to InverseBeta (p, pin, qin)
), such that
where is the gamma function. The probability that the random variable takes a value less than or equal to x is P.
Cdf Class | Imsl.Stat Namespace | Example