scipy.special.betainc#
- scipy.special.betainc(a, b, x, out=None) = <ufunc 'betainc'>#
Regularized incomplete beta function.
Computes the regularized incomplete beta function, defined as [1]:
\[I_x(a, b) = \frac{\Gamma(a+b)}{\Gamma(a)\Gamma(b)} \int_0^x t^{a-1}(1-t)^{b-1}dt,\]for \(0 \leq x \leq 1\).
This function is the cumulative distribution function for the beta distribution; its range is [0, 1].
- Parameters:
- a, barray_like
Positive, real-valued parameters
- xarray_like
Real-valued such that \(0 \leq x \leq 1\), the upper limit of integration
- outndarray, optional
Optional output array for the function values
- Returns:
- scalar or ndarray
Value of the regularized incomplete beta function
See also
beta
beta function
betaincinv
inverse of the regularized incomplete beta function
betaincc
complement of the regularized incomplete beta function
scipy.stats.beta
beta distribution
Notes
The term regularized in the name of this function refers to the scaling of the function by the gamma function terms shown in the formula. When not qualified as regularized, the name incomplete beta function often refers to just the integral expression, without the gamma terms. One can use the function
beta
fromscipy.special
to get this “nonregularized” incomplete beta function by multiplying the result ofbetainc(a, b, x)
bybeta(a, b)
.References
[1]NIST Digital Library of Mathematical Functions https://dlmf.nist.gov/8.17
Examples
Let \(B(a, b)\) be the
beta
function.>>> import scipy.special as sc
The coefficient in terms of
gamma
is equal to \(1/B(a, b)\). Also, when \(x=1\) the integral is equal to \(B(a, b)\). Therefore, \(I_{x=1}(a, b) = 1\) for any \(a, b\).>>> sc.betainc(0.2, 3.5, 1.0) 1.0
It satisfies \(I_x(a, b) = x^a F(a, 1-b, a+1, x)/ (aB(a, b))\), where \(F\) is the hypergeometric function
hyp2f1
:>>> a, b, x = 1.4, 3.1, 0.5 >>> x**a * sc.hyp2f1(a, 1 - b, a + 1, x)/(a * sc.beta(a, b)) 0.8148904036225295 >>> sc.betainc(a, b, x) 0.8148904036225296
This functions satisfies the relationship \(I_x(a, b) = 1 - I_{1-x}(b, a)\):
>>> sc.betainc(2.2, 3.1, 0.4) 0.49339638807619446 >>> 1 - sc.betainc(3.1, 2.2, 1 - 0.4) 0.49339638807619446