CDF inv

Evaluates the inverse of the Beta CDF.

Controller: CodeCogs

Contents

Interface
CDF Inv
Page Comments

Dependents

Interface

C++

CDF Inv

doubleCDF_inv(	double	`y`
	double	`alpha`
	double	`beta`	)[inline]

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

There is an error with your graph parameters for CDF_inv with options alpha=0.5 beta=0.5 y=0:1

Error Message:Function CDF_inv failed. Ensure that: Invalid C++

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 $\inline betaCDF(x,a,b) - y = 0$

References:

Cephes Math Library Release 2.8: June, 2000

Example 1

#include <codecogs/statistics/distributions/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.

Not a member, then Register with CodeCogs. Already a Member, then Login.