Algorithm 708: Significant digit computation of the incomplete beta function ratios

  • Authors:
  • Armido R. Didonato;Alfred H. Morris, Jr.

  • Affiliations:
  • U.S. Naval Surface Warfare Center;U.S. Naval Surface Warfare Center

  • Venue:
  • ACM Transactions on Mathematical Software (TOMS)
  • Year:
  • 1992

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Abstract

An algorithm is given for evaluating the incomplete beta function ratio Ix(a,b) and its complement 1 - Ix(a,b). A new continued fraction and a new asymptotic series are used with classical results. A transportable Fortran subroutine based on this algorithm is currently in use. It is accurate to 14 significant digits when precision is not restricted by inherent error.