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Asymptotic expansion
Of the incomplete beta
function for large values
Of the first parameter
a b
José L. López & Javier Sesma
a
Department de Matemática Aplicade ,
Facultad de Ciencias , Zaragoza, 50009,
Spain
b
Departmento de Física Teórica ,
Facultad de Ciencias , Zaragoza, 50009,
Spain
Published online: 03 Apr 2007.

To cite this article: José L. López & Javier Sesma (1999) Asymptotic
expansion Of the incomplete beta function for large values Of the first
parameter, Integral Transforms and Special Functions, 8:3-4, 233-236, DOI:
10.1080/10652469908819230

To link to this article: http://dx.doi.org/10.1080/10652469908819230

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 Integral Transforms and Special Functions, @ 1999 OPA (Overseas Publishers Association)
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1999. Vo1.8. No. 3-4. , DD. 233-236 Amsterdam B.V.
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ASYMPTOTIC EXPANSION OF THE

INCOMPLETE BETA FUNCTION
FOR LARGE VALUES O F THE
FIRST PARAMETER

JosC L. L O P E Z ~and Javier SESMA2

Downloaded by [RMIT University] at 00:24 09 October 2013

Departamen to de Maternitica Aplicada, Facultad de Ciencias,

50009 Zaragoza, Spain
2 ~ e p a r t a m e n t ode Fikca Tebrica, Facultad de Ciencias, 50009 Zaragoza, Spain

(Received February 26, 1998)

The Laplace transform representation of the incomplete beta function B,(a, b ) allows us to
obtain a very simple asymptotic expansion, in ascending powers of l / a , whose truncation
error can be easily estimated.

K E Y WORDS: incomplete beta function, asymptotic expansion

MSC (1991): 33B20, 41A60

The incomplete beta function 11, Sect. 6.61

Bz(a, b) =
i ta-'(1 - t)b-'dt,

and the closely related incomplete beta ratio

a > 0, b > 0, 0 < x 5 1, (1)

are of considerable interest because of their applications in Statistics and other

scientific fields. The recent book by Temme [6] contains, in addition to numerous
references to previous works, a very lucid and complete discussion of the different
expressions of B,(a, b), in terms of hypergeometric series, continued fractions, or
asymptotic expansions, and of their numerical applicability according to the val-
ues of the parameters a and b and the variable x. The region of the parameter
space in which a is large, b is small and x is close to 1 requires careful treatment,
 since B,(a, b) varies most rapidly, for b < 1, as x approaches 1. Suitable asymp-
totic expansions have been obtained by Molina [3], Temme [5] and, more recently,
Doman [2]. Here we present an asymptotic expansion of B,(a, b) in powers of
l l a , namely

where the fn(b, x ) represent polynomials to be defined below in the variables b and
x/(1 - x), easily deduced from the Laplace transform representation of B,(a, b).
Although the expansion (3) is not the most efficient for computational pur-
poses, it presents, from the analytical point of view, the advantages of being
cleaner, since the coefficients of the powers of l / a do not depend on a , and avoid
recourse t o other special functions, such as t h e incomplete gamma function. Be-
sides this, t h e error in the approximate value of B,(a, b ) obtained by taking a
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finite number of terms in the expansion can b e easily estimated, as we are going
t o show.
T h e Laplace transform representation of the incomplete beta function can be
immediately derived from (1) by using
w = log(;) (4)

as a new integration variable, t o obtain

e-aw (1 - ~ e - " ) ~ - ldw. (5)

Kow, the standard method [4, Ch. 3, Sect. 21 of getting the asymptotic expansion
of a Laplace integral can be used. Repeated integration by parts gives

that shows t h a t B,(a, b) has the asymptotic expansion (3), the coefficients given
bv

and t h e truncation error by

 INCOMPLETE BETA FUNCTION 235

It is not difficult to obtain a more explicit expression of the coefficients fn(b, x).
Let us define
dn
Fn(b, x , w ) ( - l ) n -( 1 - x e - ~ ) ~ - ' , n = 0 , 1 , 2 , . . . . (11)
awn
I t can b e easily checked that these functions can be written in the form

where we have abbreviated

and P n ( b , 4) represents a polynomial of degree n in the variable 4, with coeffi-

cients depending on b. The set of polynomials {P,) obey the recurrence relations
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Therefore, we can write

with
ao,o = 1 , ffn,k =0 for k<O or k>n, (17)

Since

we obtain from ( 1 2 ) , ( 1 3 ) and ( 1 6 )

Notice t h a t the coefficients an,k are integer and universal, i.e., independent of
the variable or the parameters in B z ( a , b).
In t h e case we are considering of 0 < b < 1 , it is not difficult t o show that the
truncation error E N alternates its sign as N takes consecutive values. Besides the
functions Fn(b, x , w ) introduced in ( l l ) , let us define

One has the following recurrence relations

 Since Fo(b,z,w) and Go(z,w) are both positive for 0 < z < 1 and 0 5 w < co,
we see from (22) that, being b < 1, all Fn(b, z,w), n = 0,1,2,.. ., are posi-
tive. Therefore, (1 - ze-")*-l is an alternating function [4, Ch. 3, Sect. 21 of w
in [0,co) and the consecutive truncation errors E N ,E N + I ,. . ., have opposite signs
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and are bounded by the first neglected term of the expansion,

These circumstances make t h e expansion ( 3 ) especially interesting: the exact

value of B,(a,b) is always between the two approximate values obtained by con-
secutive truncations of the expansion.

ACKNOWLEDGEMENTS

T h e authors are grateful to Comisi6n Interministerial de Ciencia y ~ e c n o l o ~for

ia
financial support.

REFERENCES
M . Abramowitz and I.A. Stegun (Eds.), Handbook of Mathematical Functions, Dover,
New York, 1975.
B.G.S.Doman, An Asymptotic Ezpansion for the Incomplete Beta Function, M a t h .
Comp. 6 5 (1996), 1283-1288.
E . C . Molina, Ezpansions for Laplacian Integrals in terms of Incomplete Gamma
Functions, International Congress of Mathematicians, Zurich, Bell System Technical
Journal 11 (1932), 563-575.
F . W . J . Olver, Asymptotics and Special Functions, Academic Press, New York, 1974.
N.M. Ternrne, Incomplete Laplace Integrals: Uniform Asymptotic Ezpansion with
Application to the Incomplete Beta Function, SIAM J . Math. Anal. 18 (1987),
1638-1663.
N.M. Temme, Special Functions, John Wiley & Sons, New York, 1996.