Derivatives of the Incomplete Beta Function
AbstractThe incomplete beta function is defined as where Beta(p, q) is the beta function. Dutka (1981) gave a history of the development and numerical evaluation of this function. In this article, an algorithm for computing first and second derivatives of Ix,p,q with respect to p and q is described. The algorithm is useful, for example, when fitting parameters to a censored beta, truncated beta, or a truncated beta-binomial model.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoArticle provided by American Statistical Association in its journal Journal of Statistical Software.
Volume (Year): 03 ()
Issue (Month): i01 ()
Contact details of provider:
Web page: http://www.jstatsoft.org/
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Ram Tripathi & Ramesh Gupta & John Gurland, 1994. "Estimation of parameters in the beta binomial model," Annals of the Institute of Statistical Mathematics, Springer, vol. 46(2), pages 317-331, June.
- Cadot, Olivier & Roller, Lars-Hendrik & Stephan, Andreas, 2006.
"Contribution to productivity or pork barrel? The two faces of infrastructure investment,"
Journal of Public Economics,
Elsevier, vol. 90(6-7), pages 1133-1153, August.
- Olivier Cadot & Lars-Hendrik Röller & Andreas Stephan, 2002. "Contribution to Productivity or Pork Barrel? The Two Faces of Infrastructure Investment," CIG Working Papers FS IV 02-09, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG).
- Olivier Cadot & Lars-Hendrik Röller & Andreas Stephan, 2004. "Contribution to Productivity or Pork Barrel?: The Two Faces of Infrastructure Investment," Discussion Papers of DIW Berlin 458, DIW Berlin, German Institute for Economic Research.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F. Baum).
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.