Evaluates the beta cumulative probability distribution function.
Namespace: Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax public static double Beta(
double x,
double pin,
double qin
)
Public Shared Function Beta (
x As Double,
pin As Double,
qin As Double
) As Double
public:
static double Beta(
double x,
double pin,
double qin
)
static member Beta :
x : float *
pin : float *
qin : float -> float
Parameters
- x
- Type: SystemDouble
A double, the argument at which the function is to be
evaluated.
- pin
- Type: SystemDouble
A double, the first beta distribution parameter.
- qin
- Type: SystemDouble
A double, the second beta distribution parameter.
Return Value
Type:
Double
A
double, the probability that a beta random variable takes
on a value less than or equal to
x.
Remarks Method Cdf.Beta evaluates the distribution function of a
beta random variable with parameters pin and
qin. This function is sometimes called the
incomplete beta ratio and, with p = pin and q = qin, is
denoted by . It is given by
where is the gamma
function. The value of the distribution function is the probability that the random variable
takes a value less than or equal to x.
The integral in the expression above is called the
incomplete beta function and is denoted by . The constant in the expression is the
reciprocal of the beta function (the incomplete function
evaluated at one) and is denoted by .
Cdf.Beta uses the method of Bosten and Battiste (1974).
See Also