IDAX.QBETA_H - High-tail inverse beta distribution

The QBETA_H function returns the value x of a variable that follows the beta distribution for which the probability of being greater than x is equal to the specified percentage.

Syntax

IDAX.QBETA_H(DOUBLE percentage, DOUBLE shapeOne, DOUBLE
shapeTwo)

Parameter descriptions

percentage: Mandatory.; The percentage for which x is to be identified.; Min: 0.00000000001; Max: 0.99999999999; Data type: DOUBLE
shapeOne: Mandatory.; The first shape of the distribution.; If shapeOne is 0 or less, QBETA_H(percentage,shapeOne,shapeTwo) is null for all percentage values.; Min: 0.00000000001; Data type: DOUBLE
shapeTwo: Mandatory.; The second shape of the distribution.; If shapeTwo is 0 or less, QBETA_H(percentage,shapeOne,shapeTwo) is null for all percentage values.; Min: 0.00000000001; Data type: DOUBLE

QBETA_H(perc,shapeOne,shapeTwo)=QBETA(1-perc,shapeOne,shapeTwo) for all positive shapeOne values and shapeTwo values, and for all perc values in the range of 0 - 1.

Returned information

DOUBLE the point x where PBETA_H(x,shapeOne,shapeTwo)=percentage.