Module rgsl::gamma_beta::incomplete_beta [] [src]

Functions

beta_inc

This routine computes the normalized incomplete Beta function I_x(a,b)=B_x(a,b)/B(a,b) where B_x(a,b) = \int_0x t{a-1} (1-t){b-1} dt for 0 <= x <= 1. For a > 0, b > 0 the value is computed using a continued fraction expansion. For all other values it is computed using the relation I_x(a,b,x) = (1/a) xa 2F1(a,1-b,a+1,x)/B(a,b).

beta_inc_e

This routine computes the normalized incomplete Beta function I_x(a,b)=B_x(a,b)/B(a,b) where B_x(a,b) = \int_0x t{a-1} (1-t){b-1} dt for 0 <= x <= 1. For a > 0, b > 0 the value is computed using a continued fraction expansion. For all other values it is computed using the relation I_x(a,b,x) = (1/a) xa 2F1(a,1-b,a+1,x)/B(a,b).