Evaluates the inverse of the beta cumulative probability
distribution function.
Namespace: Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax public static double Beta(
double p,
double pin,
double qin
)
Public Shared Function Beta (
p As Double,
pin As Double,
qin As Double
) As Double
public:
static double Beta(
double p,
double pin,
double qin
)
static member Beta :
p : float *
pin : float *
qin : float -> float
Parameters
- p
- Type: SystemDouble
A double, the probability for which the inverse of the beta
CDF 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
a value less than or equal to this returned value is
p.
Remarks
Method
InvCdf.Beta 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
InvCdf.Beta(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.
See Also