NAG Library Function Document

nag_prob_beta_dist (g01eec)

1

Purpose

2

Specification

3

Description

4

References

5

Arguments

1:    $\mathbf{x}$ – doubleInput

On entry: $\beta$, the value of the beta variate.

Constraint: $0.0\le \mathbf{x}\le 1.0$.

2:    $\mathbf{a}$ – doubleInput

On entry: $a$, the first parameter of the required beta distribution.

Constraint: $0.0<\mathbf{a}\le {10}^6$.

3:    $\mathbf{b}$ – doubleInput

On entry: $b$, the second parameter of the required beta distribution.

Constraint: $0.0<\mathbf{b}\le {10}^6$.

4:    $\mathbf{tol}$ – doubleInput

On entry: this argument is no longer referenced, but is included for backwards compatability.

5:    $\mathbf{p}$ – double *Output

On exit: the lower tail probability, $P\left(B\le \beta :a,b\right)$.

6:    $\mathbf{q}$ – double *Output

On exit: the upper tail probability, $P\left(B\ge \beta :a,b\right)$.

7:    $\mathbf{pdf}$ – double *Output

On exit: the probability density function, $f\left(B:a,b\right)$.

8:    $\mathbf{fail}$ – NagError *Input/Output

The NAG error argument (see Section 3.7 in How to Use the NAG Library and its Documentation).

6

Error Indicators and Warnings

NE_ALLOC_FAIL

Dynamic memory allocation failed.
See Section 2.3.1.2 in How to Use the NAG Library and its Documentation for further information.

NE_BAD_PARAM

On entry, argument $〈\mathit{\text{value}}〉$ had an illegal value.

NE_INTERNAL_ERROR

An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
See Section 2.7.6 in How to Use the NAG Library and its Documentation for further information.

NE_NO_LICENCE

Your licence key may have expired or may not have been installed correctly.
See Section 2.7.5 in How to Use the NAG Library and its Documentation for further information.

NE_REAL_ARG_GT

On entry, $\mathbf{x}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{x}\le 1.0$.

NE_REAL_ARG_LE

On entry, $\mathbf{a}=〈\mathit{\text{value}}〉$ and $\mathbf{b}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{a}>0.0$.

On entry, $\mathbf{a}=〈\mathit{\text{value}}〉$ and $\mathbf{b}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{b}>0.0$.

NE_REAL_ARG_LT

On entry, $\mathbf{x}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{x}\ge 0.0$.

7

Accuracy

8

Parallelism and Performance

9

Further Comments

10

Example

10.1

Program Text

Program Text (g01eece.c)

10.2

Program Data

Program Data (g01eece.d)

10.3

Program Results

Program Results (g01eece.r)