Evaluates the inverse of the Beta CDF.

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Interface

#include <codecogs/statistics/distributions/continuous/beta/cdf_inv.h>

using namespace Statistics::Distributions::Continuous::Beta;

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

The typical shape of this function is: \graph y=0:1 a=3 b=1:5:5 .size=medium

Given y, this function finds x such that

Beta::CDF( x, a, b ) = y

The routine performs interval halving or Newton iterations to find the root of betaCDF(x,a,b) - y = 0

References

Cephes Math Library Release 2.8: June, 2000

Parameters

y
a percentile in the range 0<=x<=1
a
first shape parameter, a>0
b
second shape parameter, b>0

Returns

the quantile
GPL Licence — free for non commercial use. See Licence details.

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y
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Result