Inverse of the Incomplete Beta Function (F-(Variance Ratio) Distribution Function)

摘要

This report describes an algorithm, IBETA, to evaluate an inverse of the Incomplete Beta Function or, equivalently, an inverse of the F Distribution Function. A Fortran 95 double-precision subroutine, INVBETA, is available that is based on IBETA. It produces the inverse up to 10 significant digits whenever the word length of the computer used is not limiting.