Incomplete beta function¶
incbet(a, b, x)¶
Returns incomplete beta integral of the arguments, evaluated from zero to x. The function is defined as
The domain of definition is 0 <= x <= 1. In this implementation a and b are restricted to positive values. The integral from x to 1 may be obtained by the symmetry relation:
1 - incbet(a, b, x) = incbet(b, a, 1 - x)
The integral is evaluated by a continued fraction expansion or, when b*x is small, by a power series.
Tested at uniformly distributed random points (a, b, x) with a and b in “domain” and x between 0 and 1.
Outputs smaller than the IEEE gradual underflow threshold were excluded from these statistics.