View source code
Display the source code in std/mathspecial.d from which thispage was generated on github.
Report a bug
If you spot a problem with this page, click here to create aBugzilla issue.
Improve this page
Quickly fork, edit online, and submit a pull request for this page.Requires a signed-in GitHub account. This works well for small changes.If you'd like to make larger changes you may want to consider usinglocal clone.

Function std.mathspecial.betaIncomplete

Incomplete beta integral

real betaIncomplete(
  real a,
  real b,
  real x
) pure nothrow @nogc @safe;

Returns regularized incomplete beta integral of the arguments, evaluated from zero to x. The regularized incomplete beta function is defined as

betaIncomplete(a, b, x) = Γ(a + b) / ( Γ(a) Γ(b) ) * 0x ta-1(1-t)b-1 dt

and is the same as the cumulative distribution function of the Beta distribution.

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

betaIncompleteCompl(a, b, x ) = betaIncomplete( b, a, 1-x )

The integral is evaluated by a continued fraction expansion or, when b * x is small, by a power series.

Authors

Stephen L. Moshier (original C code). Conversion to D by Don Clugston

License

Boost License 1.0.