betaincinv

Beta inverse cumulative distribution function

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Syntax

x = betaincinv(y,z,w)
x = betaincinv(y,z,w,tail)

Description

x = betaincinv(y,z,w) computes the inverse incomplete beta function for corresponding elements of y, z, and w, such that y = betainc(x,z,w). The elements of y must be in the closed interval [0,1], and those of z and w must be nonnegative. y, z, and w must all be real and the same size (or any of them can be scalar).

x = betaincinv(y,z,w,tail) specifies the tail of the incomplete beta function. Choices are 'lower' (the default) to use the integral from 0 to x, or 'upper' to use the integral from x to 1. These two choices are related as follows: betaincinv(y,z,w,'upper') = betaincinv(1-y,z,w,'lower'). When y is close to 0, the 'upper' option provides a way to compute x more accurately than by subtracting y from 1.

More About

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Inverse Incomplete Beta Function

The incomplete beta function is defined as

Ix(z,w)=1β(z,w)∫0xt(z−1)(1−t)(w−1)dt

betaincinv computes the inverse of the incomplete beta function with respect to the integration limit x using Newton's method.

Extended Capabilities

See Also

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MATLAB Documentation

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