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Efficient algorithms for the inversion of the cumulative central beta distribution

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Abstract

Accurate and efficient algorithms for the inversion of the cumulative central beta distribution are described. The algorithms are based on the combination of a fourth-order fixed point method with good non-local convergence properties (the Schwarzian-Newton method), asymptotic inversion methods and sharp bounds in the tails of the distribution function.

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Authors and Affiliations

  1. Departamento de Matemática Aplicada y CC. de la Computación, ETSI Caminos, Universidad de Cantabria, 39005, Santander, Spain

    A. Gil

  2. Departamento de Matemáticas, Estadística y Computación, Universidad de Cantabria, 39005, Santander, Spain

    J. Segura

  3. IAA, 1825 BD 25, Alkmaar, The Netherlands

    N. M. Temme

Authors
  1. A. Gil
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  2. J. Segura
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  3. N. M. Temme
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Correspondence to A. Gil.

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Gil, A., Segura, J. & Temme, N.M. Efficient algorithms for the inversion of the cumulative central beta distribution. Numer Algor 74, 77–91 (2017). https://doi.org/10.1007/s11075-016-0139-2

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  • DOI: https://doi.org/10.1007/s11075-016-0139-2

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