[R] Inverse noncentral Beta
(Ted Harding)
ted.harding at wlandres.net
Sun Apr 3 15:18:02 CEST 2011
On 03-Apr-11 13:03:30, Eduardo M. A. M.Mendes wrote:
> Hello
> I could not find whether there is any R-function that implements
> the inverse of a noncentral Beta. Could someone out there tell
> me where I can find it? Or how to implement it?
>
> Many thanks
> Ed
Have a look at the 'ncp' paramater in ?qbeta -- this (default=0)
is the non-centrality parameter for the beta distribution, and
qbeta is the inverse function of the distribution.
The noncentral Beta distribution (with ?ncp? = lambda) is defined
(Johnson et al, 1995, pp. 502) as the distribution of X/(X+Y)
where X ~ chi^2_2a(lambda) and Y ~ chi^2_2b.
i.e. as in qbeta(p,a,b,ncp=lambda)
Hoping this helps,
Ted.
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Date: 03-Apr-11 Time: 14:17:58
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