FUNCTION
CDF_inv
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 ) = yThe routine performs interval halving or Newton iterations to find the root of
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
Interactive Calculator
y
a
b
Result
Computing…
Set a range above first to export a graph.
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