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Re: st: RE: Re: How to implement Incomplete Beta Function in Stata?
From |
Pablo Mitnik <[email protected]> |
To |
[email protected] |
Subject |
Re: st: RE: Re: How to implement Incomplete Beta Function in Stata? |
Date |
Thu, 03 Jan 2008 11:15:06 -0600 |
Thanks much, Alan, for your answer.
Based on what the manual says (Stata 9, D-161), it seems to me ibeta
generates the incomplete beta function divided by the beta function,
what sometimes is called the regularized incomplete beta function.You
can see there that the incomplete beta function (Integral[t^(a-1) *
(1-t)^(b-1) dt, 0, x] ) appears multiplied by the reciprocal of the Beta
function (Gamma(a+b)/Gamma(a) + Gamma(b)). So you would need to multiply
by the Beta function to get the incomplete Beta function.
Pablo
Feiveson, Alan H. (JSC-SK311) wrote:
no - it's just -ibeta- it gives a value between 0 and 1
AL F.
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Pablo Mitnik
Sent: Wednesday, January 02, 2008 11:22 PM
To: [email protected]
Subject: st: Re: How to implement Incomplete Beta Function in Stata?
I think I found it. It seems it can be implemented as ibeta( ) * beta (
), where beta is implemented using exp and lngamma.
[email protected] wrote:
Dear all,
Does anyone know how to implement the incomplete Beta function in
Stata? I am not referring to the Beta function, which can be
implemented using lngamma. A description of the function I need to
use is in Mathematica's Web site, at
http://mathworld.wolfram.com/IncompleteBetaFunction.html. I am hoping
there is an indirect way of implementing it using existing functions,
which I have missed.
All best,
Pablo Mitnik
--
Pablo A. Mitnik
University of Wisconsin-Madison (http://www.wisc.edu/ ) Department of
Sociology ( http://www.ssc.wisc.edu/soc/) Center on Wisconsin Strategy
(http://www.cows.org/ ) 1180 Observatory Drive Room 7114A Madison, WI
53706 TEL (608) 2621839
E-mail: [email protected]
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*
* For searches and help try:
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* http://www.ats.ucla.edu/stat/stata/
--
Pablo A. Mitnik
University of Wisconsin-Madison (http://www.wisc.edu/ )
Department of Sociology ( http://www.ssc.wisc.edu/soc/)
Center on Wisconsin Strategy (http://www.cows.org/ )
1180 Observatory Drive
Room 7114A
Madison, WI 53706
TEL (608) 2621839
E-mail: [email protected]
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/