Math 2.0

Special functions Definition

Incomplete beta function

Builds on Beta function

Definition

Let a>0a > 0 and b>0b > 0 be real numbers and let 0≤x≤10 \le x \le 1. The incomplete beta function is B(x;a,b)=∫0xta−1(1−t)b−1 dt.B(x; a, b) = \int_0^x t^{a-1} (1-t)^{b-1}\, dt. The regularised incomplete beta function is Ix(a,b)=B(x;a,b)/B(a,b)I_x(a, b) = B(x; a, b)/B(a, b), where B(a,b)=B(1;a,b)B(a, b) = B(1; a, b) is the beta function.

Remarks

Example: for a=2a = 2 and b=1b = 1, B(x;2,1)=∫0xt dt=x22B(x; 2, 1) = \int_0^x t\, dt = \frac{x^2}{2} and B(2,1)=12B(2, 1) = \frac12, so Ix(2,1)=x2I_x(2, 1) = x^2.

Non-example of a valid argument: for a=0a = 0 the integrand is t−1(1−t)b−1t^{-1}(1-t)^{b-1}, whose integral diverges at 00, so B(x;0,b)B(x; 0, b) is not defined for x>0x > 0.

The function x↦Ix(a,b)x \mapsto I_x(a, b) increases from 00 to 11 and is the distribution function of the beta distribution with parameters aa and bb. The substitution t↦1−tt \mapsto 1 - t gives the symmetry Ix(a,b)=1−I1−x(b,a)I_x(a, b) = 1 - I_{1-x}(b, a). For positive integers aa and nn with a≤na \le n, Ip(a,n−a+1)I_p(a, n - a + 1) is the probability of at least aa successes in nn independent trials with success probability pp.

Reading path

To understand this page from the ground up, read these 2 pages in order. The foundations come first.

Show the path as a graph
Each page uses the pages above it. The colour of the bar on a box shows how strong the evidence is, and the box also gives it as text. The list has the same pages.
  • no evidence level
  1. Beta function concept
  2. Incomplete beta function definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Beta_function, Incomplete beta function
About this page
TagKNYSF300GC
URIm2://KNYSF300GC
Kinddefinition
WritingW0 stub
MSC33B20
DefinesIncomplete beta function
UsesBeta function

Markdown · JSON · Edit on GitHub

What this page needs for W1

  • an inventory row: the row of the inventory that the node accounts for (0 of 1)

The writing levels say how complete the text of a page is. They do not measure its truth.

What links here

No page links to this page yet.