Beta Type

Beta distribution

Static members

Static member Description

Beta.CDF(alpha) (beta) (x)

Full Usage: Beta.CDF(alpha) (beta) (x)

Parameters:
    alpha : float -
    beta : float -
    x : float -

Returns: float

Computes the cumulative distribution function.

alpha : float

beta : float

x : float

Returns: float

Example

Beta.CheckParam(alpha) (beta)

Full Usage: Beta.CheckParam(alpha) (beta)

Parameters:
    alpha : float
    beta : float

alpha : float
beta : float

Beta.Estimate(observations, ?weights)

Full Usage: Beta.Estimate(observations, ?weights)

Parameters:
    observations : float[]
    ?weights : float[]

Returns: ContinuousDistribution<float, float>

Estimates a new Beta distribution from a given set of observations.

observations : float[]
?weights : float[]
Returns: ContinuousDistribution<float, float>

Beta.Fit(observations, ?weights)

Full Usage: Beta.Fit(observations, ?weights)

Parameters:
    observations : float[]
    ?weights : float[]

Returns: float * float

Fits the underlying distribution to a given set of observations.

observations : float[]
?weights : float[]
Returns: float * float

Beta.Init(alpha) (beta)

Full Usage: Beta.Init(alpha) (beta)

Parameters:
    alpha : float -
    beta : float -

Returns: ContinuousDistribution<float, float>

Initializes a Beta distribution

alpha : float

beta : float

Returns: ContinuousDistribution<float, float>

Example

Beta.InvCDF(alpha) (beta) (x)

Full Usage: Beta.InvCDF(alpha) (beta) (x)

Parameters:
    alpha : float -
    beta : float -
    x : 'a -

Returns: 'b

Computes the inverse cumulative distribution function (quantile function).

alpha : float

beta : float

x : 'a

Returns: 'b

Example

Beta.Mean(alpha) (beta)

Full Usage: Beta.Mean(alpha) (beta)

Parameters:
    alpha : float -
    beta : float -

Returns: float

Computes the mean.

alpha : float

beta : float

Returns: float

Example

Beta.Mode(alpha) (beta)

Full Usage: Beta.Mode(alpha) (beta)

Parameters:
    alpha : float -
    beta : float -

Returns: float

Computes the mode.

alpha : float

beta : float

Returns: float

Example

Beta.PDF(alpha) (beta) (x)

Full Usage: Beta.PDF(alpha) (beta) (x)

Parameters:
    alpha : float
    beta : float
    x : float

Returns: float

Computes the probability density function.

Calls exp(PDFLn) if alpha,beta > 80

alpha : float
beta : float
x : float
Returns: float

Beta.PDFLn(alpha) (beta) (x)

Full Usage: Beta.PDFLn(alpha) (beta) (x)

Parameters:
    alpha : float -
    beta : float -
    x : float -

Returns: float

Computes the log probability density function.

alpha : float

beta : float

x : float

Returns: float

Example

Beta.Sample(alpha) (beta)

Full Usage: Beta.Sample(alpha) (beta)

Parameters:
    alpha : float -
    beta : float -

Returns: float

Produces a random sample using the current random number generator (from GetSampleGenerator()).

alpha : float

beta : float

Returns: float

Example

Beta.StandardDeviation(alpha) (beta)

Full Usage: Beta.StandardDeviation(alpha) (beta)

Parameters:
    alpha : float -
    beta : float -

Returns: float

Computes the standard deviation.

alpha : float

beta : float

Returns: float

Example

Beta.Support(alpha) (beta)

Full Usage: Beta.Support(alpha) (beta)

Parameters:
    alpha : float -
    beta : float -

Returns: Interval<float>

Returns the support of the exponential distribution: [0.0, 1.0).

alpha : float

beta : float

Returns: Interval<float>

Example

Beta.ToString(alpha) (beta)

Full Usage: Beta.ToString(alpha) (beta)

Parameters:
    alpha : float -
    beta : float -

Returns: string

A string representation of the distribution.

alpha : float

beta : float

Returns: string

Example

Beta.Variance(alpha) (beta)

Full Usage: Beta.Variance(alpha) (beta)

Parameters:
    alpha : float -
    beta : float -

Returns: float

Computes the variance.

alpha : float

beta : float

Returns: float

Example