Inverse noncentral Beta
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. -------------------------------------------------------------------- E-Mail: (Ted Harding) <ted.harding at wlandres.net> Fax-to-email: +44 (0)870 094 0861 Date: 03-Apr-11 Time: 14:17:58 ------------------------------ XFMail ------------------------------