For x = 1, the incomplete beta function coincides with the complete beta function.
The regularized incomplete beta function (or regularized beta function for short) is defined in terms of the incomplete beta function and the complete beta function:
Properties
Ix(a,b) = 1 - I1 - x(b,a)
(Many other properties could be listed here.)
References
M. Abramowitz and I. A. Stegun, eds. (1972) Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables. New York: Dover. (See sections 6.6 and 26.5)
W. H. Press, B. P. Flannery, S. A. Teukolsky, W. T. Vetterling. (1992) Numerical Recipes (http://nr.com/) in C. Cambridge, UK: Cambridge University Press. Second edition. (See section 6.4)
In probability theory and statistics, the beta distribution is a continuous probability distribution with the probability density function (pdf) defined on the interval [0, 1]:
The betafunction is a normalization constant to ensure that the integral of the pdf is unity:
Beta distributions are used extensively in Bayesian statistics, since the beta distribution is the conjugate prior distribution to the binomial distribution.