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 Last updated: Fri, 17 May 2013

stats_cdf_beta

(PECL stats >= 1.0.0)

stats_cdf_beta ベータ分布用の CDF 関数。ベータ分布のパラメータのいずれかを、 その他のパラメータの値から計算する

説明

float stats_cdf_beta ( float `\$par1` , float `\$par2` , float `\$par3` , int `\$which` )

Method Cumulative distribution function (P) is calculated directly by code associated with the following reference. DiDinato, A. R. and Morris, A. H. Algorithm 708: Significant Digit Computation of the Incomplete Beta Function Ratios. ACM Trans. Math. Softw. 18 (1993), 360-373. Computation of other parameters involve a search for a value that produces the desired value of P. The search relies on the monotinicity of P with the other parameter. Note The beta density is proportional to t^(A-1) * (1-t)^(B-1) Arguments P -- The integral from 0 to X of the chi-square distribution. Input range: [0, 1]. Q -- 1-P. Input range: [0, 1]. P + Q = 1.0. X -- Upper limit of integration of beta density. Input range: [0,1]. Search range: [0,1] Y -- 1-X. Input range: [0,1]. Search range: [0,1] X + Y = 1.0. A -- The first parameter of the beta density. Input range: (0, +infinity). Search range: [1D-100,1D100] B -- The second parameter of the beta density. Input range: (0, +infinity). Search range: [1D-100,1D100] STATUS -- 0 if calculation completed correctly -I if input parameter number I is out of range 1 if answer appears to be lower than lowest search bound 2 if answer appears to be higher than greatest search bound 3 if P + Q .ne. 1 4 if X + Y .ne. 1 BOUND -- Undefined if STATUS is 0 Bound exceeded by parameter number I if STATUS is negative. Lower search bound if STATUS is 1. Upper search bound if STATUS is 2.

パラメータ

`par1`

`par2`

`par3`

`which`

Integer indicating which of the next four argument values is to be calculated from the others. Legal range: 1..4 which = 1 : Calculate P and Q from X,Y,A and B which = 2 : Calculate X and Y from P,Q,A and B which = 3 : Calculate A from P,Q,X,Y and B which = 4 : Calculate B from P,Q,X,Y and A

返り値

STATUS -- 0 if calculation completed correctly -I if input parameter number I is out of range 1 if answer appears to be lower than lowest search bound 2 if answer appears to be higher than greatest search bound 3 if P + Q .ne. 1 4 if X + Y .ne. 1

User Contributed Notes stats_cdf_beta - [1 notes]
Anonymous
3 years ago
``` Additional Notes, taken from source.  WHICH --> Integer indicating which of the next four argument        values is to be calculated from the others.      Legal range: 1..4      iwhich = 1 : Calculate P and Q from X,Y,A and B      iwhich = 2 : Calculate X and Y from P,Q,A and B      iwhich = 3 : Calculate A from P,Q,X,Y and B      iwhich = 4 : Calculate B from P,Q,X,Y and A           P <--> The integral from 0 to X of the chi-square      distribution.      Input range: [0, 1].           Q <--> 1-P.      Input range: [0, 1].      P + Q = 1.0.           X <--> Upper limit of integration of beta density.      Input range: [0,1].      Search range: [0,1]           Y <--> 1-X.      Input range: [0,1].      Search range: [0,1]      X + Y = 1.0.           A <--> The first parameter of the beta density.      Input range: (0, +infinity).      Search range: [1D-100,1D100]           B <--> The second parameter of the beta density.      Input range: (0, +infinity).      Search range: [1D-100,1D100] ```