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:: 15259. Submitted: 1997-12-09. Published: 1998-03-15. |
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Paper: |
Derivatives of the Incomplete Beta Function
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DOI: |
10.18637/jss.v003.i01
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