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Algorithm 708: Significant digit computation of the incomplete beta function ratios. (English) Zbl 0890.65015
Summary: An algorithm is given for evaluating the incomplete beta function ratio I x (a,b) and its complement 1-I x (a,b). A new continued fraction and a new asymptotic series are used with classical results. A transportable Fortran subroutine based on this algorithm is currently in use. It is accurate to 14 significant digits when precision is not restricted by inherent error.

MSC:
65D20Computation of special functions, construction of tables
33B20Incomplete beta and gamma functions
62E17Approximations to statistical distributions (nonasymptotic)
65C99Probabilistic methods, simulation and stochastic differential equations (numerical analysis)