Efficient algorithms for the inversion of the cumulative central beta distribution

Gil, Amparo; Segura, Javier; Temme, Nico

A. Gil (Amparo), J. Segura (Javier) and N.M. Temme (Nico)

2017

Efficient algorithms for the inversion of the cumulative central beta distribution

Numerical Algorithms , Volume 74 - Issue 1 p. 77- 91

An accurate and efficient algorithm for the inversion of the cumulative central beta distribution ratios is described. The algorithm is based on the combination of the Schwarzian-Newton method and asymptotic inversion methods when the parameters are large.

Additional Metadata
Keywords	incomplete beta function, inversion methods
MSC	Computation of special functions, construction of tables (msc 65D20)
THEME	Software (theme 1)
Journal	Numerical Algorithms
Note	Accepted for publication; DOI: 10.1007/s11075-016-0139-2
Organisation	Scientific Computing
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Gil, A., Segura, J., & Temme, N. (2017). Efficient algorithms for the inversion of the cumulative central beta distribution. Numerical Algorithms, 74(1), 77–91.

Free Full Text ( Author Manuscript , 172kb )

Additional Files
Publisher Version

Efficient algorithms for the inversion of the cumulative central beta distribution

Publication

Publication

Address

Publishing at CWI

Questions or comments?

Efficient algorithms for the inversion of the cumulative central beta distribution

Publication

Publication

Workflow

Workflow

Add Content