betaIncomplete¶
Evaluates the real regularized incomplete beta function.
Synopsis¶
betaIncomplete (x, a, b)
Required Arguments¶
- float
x
(Input) - Argument at which the regularized incomplete beta function is to be evaluated.
- float
a
(Input) - First shape parameter.
- float
b
(Input) - Second shape parameter.
Return Value¶
The value of the regularized incomplete beta function.
Description¶
The regularized incomplete beta function \(I_x(a,b)\) is defined
where
is the incomplete beta function,
is the (complete) beta function, and \(\mathit{\Gamma} (a)\) is the gamma function.
The regularized incomplete beta function betaIncomplete
(x
, a
,
b
) is identical to the beta probability distribution function
betaCdf (x
, a
, b
) which represents the
probability that a beta random variable X with shape parameters a
and
b
takes on a value less than or equal to x
. The regularized
incomplete beta function requires that 0 ≤ x
≤ 1, a
> 0, and b
>
0 and it underflows for sufficiently small x and large a
. This
underflow is not reported as an error. Instead, the value zero is returned.
Example¶
Suppose X is a beta random variable with shape parameters 12 and 12 (X has a symmetric distribution). This example finds the probability that X is less than 0.6 and the probability that X is between 0.5 and 0.6. (Since X is a symmetric beta random variable, the probability that it is less than 0.5 is 0.5.)
from __future__ import print_function
from numpy import *
from pyimsl.math.betaIncomplete import betaIncomplete
x = 0.5
a = 0.2
b = 1.0
ans = betaIncomplete(x, a, b)
print("betaIncomplete(%f,%f,%f) = %f" % (x, a, b, ans))
Output¶
betaIncomplete(0.500000,0.200000,1.000000) = 0.870551