Beta inverse cumulative distribution function
X = betainv(P,A,B)
X = betainv(P,A,B) computes
the inverse of the beta cdf with parameters specified by
B for the corresponding
B can be vectors, matrices, or multidimensional
arrays that are all the same size. A scalar input is expanded to a
constant array with the same dimensions as the other inputs. The parameters
B must all be positive,
and the values in
P must lie on
the interval [0, 1].
The inverse beta cdf for a given probability p and a given pair of parameters a and b is
and B( · )
is the Beta function. Each element of output
the value whose cumulative probability under the beta cdf defined
by the corresponding parameters in
B is specified by the corresponding
p = [0.01 0.5 0.99]; x = betainv(p,10,5) x = 0.3726 0.6742 0.8981
According to this result, for a beta cdf with a = 10 and b = 5, a value less than or equal to 0.3726 occurs with probability 0.01. Similarly, values less than or equal to 0.6742 and 0.8981 occur with respective probabilities 0.5 and 0.99.
betainv function uses Newton's method
with modifications to constrain steps to the allowable range for x,
i.e., [0 1].
This function fully supports GPU arrays. For more information, see Run MATLAB Functions on a GPU (Parallel Computing Toolbox).