Published by the Foundation for Open Access Statistics Editors-in-chief: Bettina Grün, Torsten Hothorn, Edzer Pebesma, Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
Authors: Robert J. Boik, James F. Robinson-Cox
Title: Derivatives of the Incomplete Beta Function
Abstract: 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.

Page views:: 14795. Submitted: 1997-12-09. Published: 1998-03-15.
Paper: Derivatives of the Incomplete Beta Function     Download PDF (Downloads: 15641)
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beta.der.f: Program to test algorithm INBEDER Download (Downloads: 2404; 25KB)
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DOI: 10.18637/jss.v003.i01

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Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.