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Beta

The beta distribution is a family of continuous probability distributions defined on the interval (0, 1) parameterized by two positive shape parameters, typically denoted by A and B.

This topic contains the following sections:

Constructor

Constructor

Description

Performance

set shape parameters

Creates new instance of Beta with user specified parameters.

methodBeta(Double, Double)

Methods

Method

Description

Performance

sample

Generate random variable sample.

methodSample

Fill in array with random variable series in place:

methodSample(Double)

Static method which generates new sample of beta distribution variate with specified parameters:

StaticSample(Double, Double)

StaticSample(RandomGenerator, Double, Double)

pdf

Probability density function.

DBeta Pdf

methodPdf(Double)

Static probability density function.

StaticPdf(Double, Double, Double)

cdf

Cumulative distribution function.

DBeta Cdf

where Ix is the regularized incomplete beta function.

methodCdf(Double)

Static cumulative distribution function.

StaticCdf(Double, Double, Double)

inverse cdf

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.

StaticInverseCdf(Double, Double, Double)

Properties

Property

Description

Performance

A

The first shape parameter.

PropertyA

B

The second shape parameter.

PropertyB

mean

Mean of the distribution.

DBeta Mean

PropertyMean

mode

Mode of distribution.

DBeta Mode

PropertyMode

kurtosis

Excess Kurtosis of distribution.

DBeta Kurtosis

PropertyKurtosis

skewness

Skewness of distribution.

DBeta Skewness

PropertySkewness

variance

Variance of the distribution.

DBeta Variance

PropertyVariance