Beta |
public class BetaDistribution : ProbabilityDistribution
The BetaDistribution type exposes the following members.
| Name | Description | |
|---|---|---|
| BetaDistribution(Double, Double) | Initializes a new instance of the BetaDistribution class. | |
| BetaDistribution(Double, Double, RandomGenerator) | Initializes a new instance of the BetaDistribution class. |
| Name | Description | |
|---|---|---|
| A | Gets the first shape parameter. | |
| B | Gets the second shape parameter. | |
| Generator | Returns the random generator used by the distribution to generate the random values. (Inherited from ProbabilityDistribution) |
| Name | Description | |
|---|---|---|
| CDF |
Gives the cumulative probability at x.
(Overrides ProbabilityDistributionCDF(Double)) | |
| Equals | Determines whether the specified object is equal to the current object. (Inherited from Object) | |
| Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object) | |
| GetHashCode | Serves as the default hash function. (Inherited from Object) | |
| GetType | Gets the Type of the current instance. (Inherited from Object) | |
| Initialize | Initializes the parameters for the beta distribution. | |
| MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object) | |
| NextDouble |
Generates a random value distributed according to the distribution.
(Overrides ProbabilityDistributionNextDouble) | |
|
Gives the probability density at x.
(Overrides ProbabilityDistributionPDF(Double)) | ||
| Quantile |
Gives the pth quantile of the distribution.
(Overrides ProbabilityDistributionQuantile(Double)) | |
| ToString | Returns a string that represents the current object. (Inherited from Object) |
| Name | Description | |
|---|---|---|
| a | Cached coefficients used by the beta distribution implementation. | |
| aa | Cached shape parameters used by the beta distribution implementation. | |
| algorithmBB | Cached flag indicating whether algorithm BB is used. | |
| alpha | Cached coefficients used by the beta distribution implementation. | |
| b | Cached coefficients used by the beta distribution implementation. | |
| bb | Cached shape parameters used by the beta distribution implementation. | |
| beta | Cached coefficients used by the beta distribution implementation. | |
| delta | Cached coefficients used by the beta distribution implementation. | |
| gamma | Cached coefficients used by the beta distribution implementation. | |
| generator | Pointer to generator. (Inherited from ProbabilityDistribution) | |
| k1 | Cached coefficients used by the beta distribution implementation. | |
| k2 | Cached coefficients used by the beta distribution implementation. | |
| maxexp | Cached coefficients used by the beta distribution implementation. | |
| scale | Cached coefficients used by the beta distribution implementation. |
Return Beta distributed random deviates according to the density
a-1 b-1
x (1-x)
p (x) dx = --------------- dx for 0 < x < 1
a,b B(a,b)
= 0 otherwise
References:
R. C. H. Cheng, Generating Beta Variates with Non-integral Shape
Parameters, Comm. ACM, 21, 317-322 (1978). (Algorithms BB and BC).