Incomplete beta function ======================== .. py:function:: incbet(a, b, x) Returns incomplete beta integral of the arguments, evaluated from zero to x. The function is defined as :param float a: a positive number :param float b: a positive number :param float x: any number within [0, 1] See also :py:func:`incbi`. Description ----------- .. math:: \frac{\Gamma(a+b)}{\Gamma(a)+\Gamma(b)} \int_0^xt^{a-1}(1-t)^{b-1} dt The domain of definition is 0 <= x <= 1. In this implementation a and b are restricted to positive values. The integral from x to 1 may be obtained by the symmetry relation:: 1 - incbet(a, b, x) = incbet(b, a, 1 - x) The integral is evaluated by a continued fraction expansion or, when b*x is small, by a power series. Accuracy -------- Tested at uniformly distributed random points (a, b, x) with a and b in "domain" and x between 0 and 1. +-----------+-----------+------------+------------+-----------+ | | Relative error | +-----------+-----------+------------+------------+-----------+ |arithmetic | domain | # trials | peak | rms | +===========+===========+============+============+===========+ | IEEE | 0,5 | 10000 | 6.9e-15 | 4.5e-16 | +-----------+-----------+------------+------------+-----------+ | IEEE | 0,85 | 250000 | 2.2e-13 | 1.7e-14 | +-----------+-----------+------------+------------+-----------+ | IEEE | 0,1000 | 30000 | 5.3e-12 | 6.3e-13 | +-----------+-----------+------------+------------+-----------+ | IEEE | 0,10000 | 250000 | 9.3e-11 | 7.1e-12 | +-----------+-----------+------------+------------+-----------+ | IEEE | 0,100000 | 10000 | 8.7e-10 | 4.8e-11 | +-----------+-----------+------------+------------+-----------+ Outputs smaller than the IEEE gradual underflow threshold were excluded from these statistics. Error messages -------------- +----------------+------------+--------------+ |message |condition |value returned| +================+============+==============+ |incbet domain |x < 0, x > 1|0.0 | +----------------+ +--------------+ |incbet underflow| |0.0 | +----------------+------------+--------------+ Reference: http://www.netlib.org/cephes/doubldoc.html#incbet