Computation of the regularized incomplete Beta function

Abstract

An algorithm for the computation of the regularized incomplete Beta function is described. This function has important applications in areas such as Statistics, Physics and Information Theory. The computation of the function can be carried out through a continued function evaluation supplemented with series and asymptotic expansions when both parameters are large. Numerical tests demonstrate the accuracy of the algorithm and show that our algorithm is more accurate than Matlab’s built-in function betainc for a wide range of parameters.

Egorova V., Gil A., Segura J., Temme N. (2023) "Computation of the regularized incomplete Beta function " Dolomites Research Notes on Approximation, 16(3), 10-16. DOI: 10.14658/PUPJ-DRNA-2023-3-3  
Year of Publication
2023
Journal
Dolomites Research Notes on Approximation
Volume
16
Issue Number
3
Start Page
10
Last Page
16
Date Published
07/2023
ISSN Number
2035-6803
Serial Article Number
3
DOI
10.14658/PUPJ-DRNA-2023-3-3
Issue
Section
SpecialIssue2