DESCRIPTION:
Returns incomplete beta integral of the arguments, evaluated from zero to x. The function is defined as
x
- -
| (a+b) | | a-1 b-1
--------— | t (1-t) dt. |
(a) | (b) - |
0
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.
ACCURACY:
Tested at uniformly distributed random points (a,b,x) with a and b in "domain" and x between 0 and 1. Relative error arithmetic domain # trials peak rms IEEE 0,5 10000 6.9e-15 4.5e-16 IEEE 0,85 250000 2.2e-13 1.7e-14 IEEE 0,1000 30000 5.3e-12 6.3e-13 IEEE 0,10000 250000 9.3e-11 7.1e-12 IEEE 0,100000 10000 8.7e-10 4.8e-11 Outputs smaller than the IEEE gradual underflow threshold were excluded from these statistics.
ERROR MESSAGES: message condition value returned incbet domain x<0, x>1 0.0 incbet underflow 0.0
Cephes Math Library, Release 2.8: June, 2000 Copyright 1984, 1995, 2000 by Stephen L. Moshier
Definition at line 484 of file SpecFuncCephes.cxx.