Inverse of incomplete beta function

incbi(a, b, y)

Given y, the function finds x such that incbet(a, b, y) = x.

Parameters:
  • a (float) – a positive number
  • b (float) – a positive number
  • x (float) – any number within [0, 1]

See also incbet().

Description

The routine performs interval halving or Newton iterations to find the root of incbet(a,b,x) - y = 0.

Accuracy

        relative error
  x a, b      
arithmetic domain domain # trials peak rms
IEEE 0, 1 .5, 10000 50000 5.8e-12 1.3e-13
IEEE 0, 1 .25, 100 100000 1.8e-13 3.9e-15
IEEE 0, 1 0, 5 50000 1.1e-12 5.5e-15
VAX 0, 1 .5, 100 25000 3.5e-14 1.1e-15
With a and b constrained to half-integer or integer values
IEEE 0, 1 .5, 10000 50000 5.8e-12 1.1e-13
IEEE 0, 1 .5, 100 100000 1.7e-14 7.9e-16
With a=.5, b constrained to half-integer or integer values
IEEE 0, 1 .5, 10000 10000 8.3e-11 1.0e-11

Reference: http://www.netlib.org/cephes/doubldoc.html#incbi