g01fef

Purpose

Synopsis

[fun_value,ifail] = g01fef(p,a,b<,tol,ifail>)

Description

 
 The deviate, (beta) , associated with the lower tail probability,
                    p                                 
 p, of the beta distribution with parameters a and b is defined as
 the solution to:
 
                                           (beta)                 
                                                 p                
                          (Gamma)(a+b)     /       a-1     b-1    
 P(B<=(beta) :a,b)=p= -------------------- |      B   (1-B)   dB ,
            p         (Gamma)(a)(Gamma)(b) /                      
                                           0                      
            
  0<=(beta) <=1 ; a,b>0.
           p
            

Parameters

g01fef

Required Input Arguments:

p                                     real
a                                     real
b                                     real

Optional Input Arguments:                       <Default>

tol                                   real     10*eps
ifail                                 integer  -1

Output Arguments:

ifail                                 integer