Derivatives of the Incomplete Beta Function

Robert J. Boik and James F. Robinson-Cox

Journal of Statistical Software, 1998, vol. 003, issue i01

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.

Date: 1998-03-15
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Citations: View citations in EconPapers (5)

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Persistent link: https://EconPapers.repec.org/RePEc:jss:jstsof:v:003:i01

DOI: 10.18637/jss.v003.i01

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