Analytical Solution for Chebyshev integral?

i have an integral which is of the form of the chebyshev integral

int_u^v P^D * (1-P)^(N-D) dP

where N and D are constants and N>=D

According to the chebyshev integral the solution to this is the incomplete beta function.

My problem is that i need to program a method to solve this. What would you recomend? Simpsons rule? Trapezoid rule? Is there a nice neat analytical solution anyone knows?

Thanks as always for the help

Quote:

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Originally Posted by chogo

i have an integral which is of the form of the chebyshev integral

int_u^v P^D * (1-P)^(N-D) dP

where N and D are constants and N>=D

According to the chebyshev integral the solution to this is the incomplete beta function.

My problem is that i need to program a method to solve this. What would you recomend? Simpsons rule? Trapezoid rule? Is there a nice neat analytical solution anyone knows?

Thanks as always for the help

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In what language? Matlab will have a selection of methods built in. C/C++
and anything else, do an online search of a library with suitable quadrature
algorithms - they are out there.

If you can find an existing library the code provided will be better than
anything you are likely to write for yourself.

RonL

im programming in java.

sorry what are quadrature algorithms?

Quote:

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Originally Posted by chogo

im programming in java.

sorry what are quadrature algorithms?

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methods of comuting numerical integrals

RonL

thanks i did a search and found a nice algorithm in numerical recipies for c. Ill adapt it to java