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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.

Otras comunicaciones del congreso o articulos relacionados con autores/as de la Universidad de Cantabria

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

 Editorial: American Institute of Physics

 Fecha de publicación: 01/06/2024

 Tipo de publicación: Comunicación a Congreso

 DOI: 10.1063/5.0210656

 ISSN: 0094-243X,1551-7616

 Url de la publicación: https://doi.org/10.1063/5.0210656

Autoría

NICOLAAS MARIA TEMME