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stats_cdf_beta

(PECL stats >= 1.0.0)

stats_cdf_betaCDF function for BETA Distribution. Calculates any one parameter of the beta distribution given values for the others.

Description

float stats_cdf_beta ( float $par1 , float $par2 , float $par3 , int $which )

Method Cumulative distribution function (P) is calculated directly by code associated with the following reference. DiDinato, A. R. and Morris, A. H. Algorithm 708: Significant Digit Computation of the Incomplete Beta Function Ratios. ACM Trans. Math. Softw. 18 (1993), 360-373. Computation of other parameters involve a search for a value that produces the desired value of P. The search relies on the monotonicity of P with the other parameter. Note The beta density is proportional to t^(A-1) * (1-t)^(B-1) Arguments P -- The integral from 0 to X of the chi-square distribution. Input range: [0, 1]. Q -- 1-P. Input range: [0, 1]. P + Q = 1.0. X -- Upper limit of integration of beta density. Input range: [0,1]. Search range: [0,1] Y -- 1-X. Input range: [0,1]. Search range: [0,1] X + Y = 1.0. A -- The first parameter of the beta density. Input range: (0, +infinity). Search range: [1D-100,1D100] B -- The second parameter of the beta density. Input range: (0, +infinity). Search range: [1D-100,1D100] STATUS -- 0 if calculation completed correctly -I if input parameter number I is out of range 1 if answer appears to be lower than lowest search bound 2 if answer appears to be higher than greatest search bound 3 if P + Q .ne. 1 4 if X + Y .ne. 1 BOUND -- Undefined if STATUS is 0 Bound exceeded by parameter number I if STATUS is negative. Lower search bound if STATUS is 1. Upper search bound if STATUS is 2.

Parameters

par1

par2

par3

which

Integer indicating which of the next four argument values is to be calculated from the others. Legal range: 1..4 which = 1 : Calculate P and Q from X,Y,A and B which = 2 : Calculate X and Y from P,Q,A and B which = 3 : Calculate A from P,Q,X,Y and B which = 4 : Calculate B from P,Q,X,Y and A

Return Values

STATUS -- 0 if calculation completed correctly -I if input parameter number I is out of range 1 if answer appears to be lower than lowest search bound 2 if answer appears to be higher than greatest search bound 3 if P + Q .ne. 1 4 if X + Y .ne. 1

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User Contributed Notes 1 note

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Anonymous
4 years ago
Additional Notes, taken from source.
WHICH --> Integer indicating which of the next four argument
       values is to be calculated from the others.
     Legal range: 1..4
     iwhich = 1 : Calculate P and Q from X,Y,A and B
     iwhich = 2 : Calculate X and Y from P,Q,A and B
     iwhich = 3 : Calculate A from P,Q,X,Y and B
     iwhich = 4 : Calculate B from P,Q,X,Y and A
    
     P <--> The integral from 0 to X of the chi-square
     distribution.
     Input range: [0, 1].
    
     Q <--> 1-P.
     Input range: [0, 1].
     P + Q = 1.0.
    
     X <--> Upper limit of integration of beta density.
     Input range: [0,1].
     Search range: [0,1]
    
     Y <--> 1-X.
     Input range: [0,1].
     Search range: [0,1]
     X + Y = 1.0.
    
     A <--> The first parameter of the beta density.
     Input range: (0, +infinity).
     Search range: [1D-100,1D100]
    
     B <--> The second parameter of the beta density.
     Input range: (0, +infinity).
     Search range: [1D-100,1D100]
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