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Zbl 0890.65015
DiDonato, Armido R.; Morris, Alfred H.jun.
Algorithm 708: Significant digit computation of the incomplete beta function ratios. (English)
[J] ACM Trans. Math. Softw. 18, No.3, 360-373 (1992). ISSN 0098-3500

Summary: An algorithm is given for evaluating the incomplete beta function ratio $I_x(a,b)$ and its complement $1 - I_x(a,b)$. A new continued fraction and a new asymptotic series are used with classical results. A transportable Fortran subroutine based on this algorithm is currently in use. It is accurate to 14 significant digits when precision is not restricted by inherent error.

MSC 2000:: *65D20 Computation of special functions
33B20 Incomplete beta and gamma functions
62E17 Approximations to statistical distributions (nonasymptotic)
65C99 Numerical simulation

Keywords: Algorithm 708; $F$-distribution; incomplete beta function; continued fraction; asymptotic series; Fortran subroutine

Citations: Zbl 0890.65016

Cited in: Zbl 0890.65016

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