Derivatives of the Incomplete Beta Function
| Autor: | Robert J. Boik, James F. Robinson-Cox |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 1998 |
| Předmět: | |
| Zdroj: | Journal of Statistical Software, Vol 3, Iss 1, Pp 1-20 (1998) |
| Druh dokumentu: | article |
| ISSN: | 1548-7660 |
| DOI: | 10.18637/jss.v003.i01 |
| Popis: | The incomplete beta function is defined as where Beta(p, q) is the beta function. Dutka (1981) gave a history of the development and numerical evaluation of this function. In this article, an algorithm for computing first and second derivatives of Ix,p,q with respect to p and q is described. The algorithm is useful, for example, when fitting parameters to a censored beta, truncated beta, or a truncated beta-binomial model. |
| Databáze: | Directory of Open Access Journals |
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