Beta Class |
Continuous univariate Beta distribution.
http://en.wikipedia.org/wiki/Beta_distribution
Inheritance HierarchyNamespace: FinMath.Statistics.Distributions
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
SyntaxC#
[SerializableAttribute] public class Beta : CUDistribution
The Beta type exposes the following members.
Constructors| Name | Description | |
|---|---|---|
 | Beta(Double, Double) |
Creates new instance of Beta with user specified parameters.
|
| Beta(RandomGenerator, Double, Double) |
Creates new instance of Beta with user specified parameters.
|
Properties| Name | Description | |
|---|---|---|
 | A | The first shape parameter. |
| B | The second shape parameter. |
| Entropy |
Entropy of the distribution.
http://en.wikipedia.org/wiki/Information_entropy
(Inherited from CUDistribution.) |
| Kurtosis |
Excess Kurtosis of distribution.
http://en.wikipedia.org/wiki/Excess_kurtosis
(Overrides CUDistributionKurtosis.) |
| Mean |
Mean of the distribution.
http://en.wikipedia.org/wiki/Expected_value
(Overrides CUDistributionMean.) |
| Median |
Median of distribution.
http://en.wikipedia.org/wiki/Median
(Inherited from CUDistribution.) |
| Mode |
Mode of distribution.
http://en.wikipedia.org/wiki/Mode_(statistics)
(Overrides CUDistributionMode.) |
| Skewness |
Skewness of distribution.
http://en.wikipedia.org/wiki/Skewness
(Overrides CUDistributionSkewness.) |
| StandardDeviation |
Standard deviation of the distribution.
http://en.wikipedia.org/wiki/Standard_Deviation
(Inherited from CUDistribution.) |
| Variance |
Variance of the distribution.
http://en.wikipedia.org/wiki/Variance
(Overrides CUDistributionVariance.) |
Methods| Name | Description | |
|---|---|---|
| Cdf(Double) |
Cumulative distribution function.
http://en.wikipedia.org/wiki/Cumulative_distribution_function
(Overrides CUDistributionCdf(Double).) |
 | Cdf(Double, Double, Double) |
Static cumulative distribution function.
http://en.wikipedia.org/wiki/Cumulative_distribution_function
|
| Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) |
| GetHashCode | Serves as the default hash function. (Inherited from Object.) |
| GetType | Gets the Type of the current instance. (Inherited from Object.) |
| InverseCdf(Double) |
Inverse cumulative distribution function. Is useful for quantile calculation. Function will return value of random variable
such that likelihood for this random variable to occur less than or equal to returned value equal to specified pvalue parameter.
(Inherited from CUDistribution.) |
| InverseCdf(Double, Double, Double) |
Inverse cumulative distribution function. Is useful for quantile calculation. Function will return value of random variable
such that likelihood for this random variable to occur less than or equal to returned value equal to specified pvalue parameter.
|
| Pdf(Double) |
Probability distribution function.
http://en.wikipedia.org/wiki/Probability_density_function
(Overrides CUDistributionPdf(Double).) |
| Pdf(Double, Double, Double) |
Static probability distribution function.
http://en.wikipedia.org/wiki/Probability_density_function
|
| Sample |
Generate random variable sample.
(Overrides CUDistributionSample.) |
| Sample(Double) |
Fill in array with random variable series.
(Overrides CUDistributionSample(Double).) |
| Sample(Int32) |
Generate series of random variable samples.
(Inherited from CUDistribution.) |
| Sample(Vector) |
Fill in vector with random variable samples series.
(Inherited from CUDistribution.) |
| Sample(Double, Double) |
Static method which generates new sample of Beta distribution variate with specified parameters.
|
| Sample(RandomGenerator, Double, Double) |
Static method which generates new sample of Beta distribution variate with specified parameters.
|
| ToString | Returns a string that represents the current object. (Inherited from Object.) |
See Also