Summary
Beta distribution point percent function (PPF).Unit
Probabilities
Declaration
Procedure BetaCDFInv(P: TDenseMtxVec; A, B: TSample; Res: TDenseMtxVec);
Description
Calculates the inverse beta CDF for probability vector P using the parameters a and b. The results are stored in vector Res. The Res Length and Complex properties are adjusted automatically. If vector P is complex, an exception is raised.Declaration
Function BetaCDFInv(p, a, b: TSample): TSample;
Result
the Beta distribution point percent function (PPF) for given parameters a and b. The parameters a and b must both be greater than zero and probability p must lie on the interval [0,1], otherwise the result is NAN. The inverse beta cumulative distribution function is defined by the following equation:
where B(a,b) is beta function.
The result of BetaCdfInv is the solution of the integral equation of the beta cdf with parameters a and b and with the desired probability p.
Categories
Continuous probabilities| See Also |
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| BetaPDF |
| BetaCDF |
| Copyright 2008 Dew Research |