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An algorithm for the inversion of a generalization of the regularized incomplete beta function

Abstract: The numerical performance of an algorithm for the inversion of a generalization of the regularized incomplete beta function (the noncentral beta distribution, Bp,q(x, y)), is discussed in this paper. The algorithm uses as starting point the asymptotic approximations obtained in [1] for the inversion problem: find y in the equation Bp,q(x, y) = z, where p, q, x, z are given. The asymptotic approximations are combined with Newton iterations in the resulting algorithm.

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Congress: International Conference of Numerical Analysis and Applied Mathematics, ICNAAM (22ª : 2022 : Heraklion, Grecia)

Publisher: American Institute of Physics

Publication date: 01/06/2024

Publication type: Conference object

DOI: 10.1063/5.0210656

ISSN: 0094-243X,1551-7616

Publication Url: https://doi.org/10.1063/5.0210656

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Authorship

AMPARO GIL GOMEZ

JOSE JAVIER SEGURA SALA

NICOLAAS MARIA TEMME

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