 Incomplete beta function

For real $p,q>0$ and $0\le z\le 1$, the displayed integral is the incomplete beta function. The regularized version is $I_z(p,q)=B_z(p,q)/B_1(p,q)$, the cumulative distribution function of the beta distribution. It has endpoint values zero and one and derivative $z^{p-1}(1-z{)}^{q-1}/B_1(p,q)$. This is a useful explicit scale function of a one-dimensional diffusion when the scale density has two power-law endpoint singularities.