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GNU Scientific Library Reference Manual - Third Edition (v1.12)
by M. Galassi, J. Davies, J. Theiler, B. Gough, G. Jungman, P. Alken, M. Booth, F. Rossi
Paperback (6"x9"), 592 pages, 60 figures
ISBN 0954612078
RRP £24.95 ($39.95)

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19.20 The Beta Distribution

Function: double gsl_ran_beta (const gsl_rng * r, double a, double b)
This function returns a random variate from the beta distribution. The distribution function is,
p(x) dx = {\Gamma(a+b) \over \Gamma(a) \Gamma(b)} x^{a-1} (1-x)^{b-1} dx

for 0 <= x <= 1.

Function: double gsl_ran_beta_pdf (double x, double a, double b)
This function computes the probability density p(x) at x for a beta distribution with parameters a and b, using the formula given above.

Function: double gsl_cdf_beta_P (double x, double a, double b)
Function: double gsl_cdf_beta_Q (double x, double a, double b)
Function: double gsl_cdf_beta_Pinv (double P, double a, double b)
Function: double gsl_cdf_beta_Qinv (double Q, double a, double b)
These functions compute the cumulative distribution functions P(x), Q(x) and their inverses for the beta distribution with parameters a and b.
ISBN 0954612078GNU Scientific Library Reference Manual - Third Edition (v1.12)See the print edition