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incbi
Inverse of incomplete beta integral.SYNOPSIS:
double a, b, x, y, incbi();
x = incbi(a, b, y);
DESCRIPTION:
Given y, the function finds x such that:
incbet(a, b, x) = y .
The routine performs interval halving or Newton iterations to find the root of incbet(a,b,x) - y = 0.
ACCURACY:
Relative error:
x a,b
arithmetic domain domain # trials peak rms
IEEE 0,1 .5,10000 50000 5.8e-12 1.3e-13
IEEE 0,1 .25,100 100000 1.8e-13 3.9e-15
IEEE 0,1 0,5 50000 1.1e-12 5.5e-15
VAX 0,1 .5,100 25000 3.5e-14 1.1e-15
With a and b constrained to half-integer or integer values:
IEEE 0,1 .5,10000 50000 5.8e-12 1.1e-13
IEEE 0,1 .5,100 100000 1.7e-14 7.9e-16
With a = .5, b constrained to half-integer or integer values:
IEEE 0,1 .5,10000 10000 8.3e-11 1.0e-11