An Inverse of the Incomplete Beta Function (F-(Variance Ratio) Distribution Function)

Abstract

This report describes an algorithm, IBETA, to evaluate an inverse of the Incomplete Beta Function or, equivalently, an inverse of the F Distribution Function. A Fortran 95 double-precision subroutine, INVBETA, is available that is based on IBETA. It produces the inverse up to 10 significant digits whenever the word length of the computer used is not limiting.

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 2005
Accession Number
ADA467901

Entities

People

  • Armido Didonato

Organizations

  • Naval Surface Warfare Center

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Algorithms
  • Applied Mathematics
  • Computational Science
  • Computer Programs
  • Computer Science
  • Computers
  • Distribution Functions
  • Fluid Dynamics
  • Libraries
  • Mathematics
  • Numerical Analysis
  • Operations Research
  • Precision
  • Procedures (Computers)
  • Statistical Functions
  • Statistics
  • Surface Warfare

Fields of Study

  • Computer science

Readers

  • Calculus or Mathematical Analysis
  • Computer Programming and Software Development.