§8.23 Statistical Applications

The functions $P(a,x)$ and $Q(a,x)$ are used extensively in statistics as the probability integrals of the gamma distribution; see Johnson et al. (1994, pp. 337–414). Particular forms are the chi-square distribution functions; see Johnson et al. (1994, pp. 415–493). The function ${\mathrm{B}}_x(a,b)$ and its normalization $I_x(a,b)$ play a similar role in statistics in connection with the beta distribution; see Johnson et al. (1995, pp. 210–275). In queueing theory the Erlang loss function is used, which can be expressed in terms of the reciprocal of $Q(a,x)$; see Jagerman (1974) and Cooper (1981, pp. 80, 316–319).