CDF inv

Dependents

this module uses 17 subunits beta_reg_invbeta_reglogBetaLog_GammaGammaLn_Add1logGammaFraclogGammaSumasympt_expnMachine_EpsilonPoly_EvalStirlingXsub_Ln_Add1errorFnCerrorFnC_expExpx2errorFn

Interface

CDF Inv

The inverse CDF of the Beta distribution is identical to the inverse regularized beta function.

Given y, this function finds x such that

CDF( x, alpha, beta ) = y

The routine performs interval halving or Newton iterations to find the root of

References:

Cephes Math Library Release 2.8: June, 2000

Example 1

#include <codecogs/stats/dists/continuous/beta/cdf_inv.h>
#include <iostream>
#include <iomanip>

#define PRECISION 17

int main()
{
  std::cout << "The values of the Beta CDF inverse with alpha = beta = 0.5";
  std::cout << std::endl;
  std::cout << "x = {0, 0.1, 0.2, ... , 0.7, 0.8} are" << std::endl;
  std::cout << std::endl;
  for (double x = 0; x < 0.81; x += 0.1)
  {
    std::cout << std::setprecision(1);
    std::cout << "x = " << std::setw(3) << x << " : ";
    std::cout << std::setprecision(PRECISION);
    std::cout << Stats::Dists::Continuous::Beta::CDF_inv(x, 0.5, 0.5);
    std::cout << std::endl;
   }
   return 0;
}

Output

The values of the Beta CDF inverse with alpha = beta = 0.5
x = {0, 0.1, 0.2, ... , 0.7, 0.8} are
 
x =   0 : 0
x = 0.1 : 0.024471741852423217
x = 0.2 : 0.095491502812526302
x = 0.3 : 0.20610737385376349
x = 0.4 : 0.34549150281252633
x = 0.5 : 0.5
x = 0.6 : 0.65450849718747373
x = 0.7 : 0.79389262614623646
x = 0.8 : 0.90450849718747361

Parameters

y	solution we're seeking for betaCDF
alpha	first attribute
beta	second attribute

Returns

the inverse CDF of the Beta distribution

Authors

Lucian Bentea (August 2005)

Source Code

Source code is available when you buy a Commercial licence.

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