1 AIT Asian Institute of Technology

Computation of the incomplete beta function and its inverse

AuthorRahim, Abdul Rauf
Call NumberAIT RSPR no. CS-88-2
Subject(s)Functions, Beta
NoteA research study submitted in partial fulfillment of the requirements for the the degree of Master of Engineering, School of Engineering and Technology
PublisherAsian Institute of Technology
AbstractThe beta distribution function (or Incomplete Beta Function) is commonly used in statistics and other related areas. The function and its inverse are difficult to evaluate. So far only one algorithm had been available for computing the distribution function and its inverse. However, there had been indications by people using it, that it does not converge for some conditions. The purpose of this study was to develop and implement other algorithms to compute the incomplete beta function and its inverse. Three new algorithms were developed. A detailed comparison was carried out with the existing scheme. Results suggest that the existing one has no problems in convergence. Also it is accurate and better in terms of computation time. However, one of the developed algorithms which increases the parameter values, can be improved if a better approximation formula needed for convergence is evolved and can replace the existing one. A second developed algorithm consuming large computation time can be used as greater accuracy can be achieved. It can b e used to generate the tables.
Year1988
TypeResearch Study Project Report (RSPR)
SchoolSchool of Engineering and Technology (SET)
DepartmentOther Field of Studies (No Department)
Academic Program/FoSComputer Science (CS)
Chairperson(s)Huynh, Ngoc Phien
Examination Committee(s)Sadananda, Ramakoti ;Frausum, Yves G. Van
Scholarship Donor(s)Federal Republic of Germany (DAAD)
DegreeResearch Studies Project Report (M. Eng.) - Asian Institute of Technology, 1988


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