BetaDistribution Type

Generates Beta distributed random numbers.

The implementation of the BetaDistribution type bases upon information presented on Wikipedia - Beta distribution and Xycoon - Beta Distribution.

            
             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 Variatew with Non-integral Shape
             Parameters, Comm. ACM, 21, 317-322 (1978). (Algorithms BB and BC).
/// Wikipedia - Beta distribution and Xycoon - Beta Distribution.

Constructors

Constructor Description

BetaDistribution()

Full Usage: BetaDistribution()

Initializes a new instance of the BetaDistribution class, using a StandardGenerator as underlying random number generator.

BetaDistribution(generator)

Full Usage: BetaDistribution(generator)

Parameters:

Initializes a new instance of the BetaDistribution class, using the specified Generator as underlying random number generator.

generator : Generator

A Generator object.

ArgumentNullException generator is NULL ( in Visual Basic).

BetaDistribution(alpha, beta)

Full Usage: BetaDistribution(alpha, beta)

Parameters:
    alpha : float - First parameter of the distribution.
    beta : float - Second parameter of the distribution.

Initializes a new instance of the BetaDistribution class, using the specified parameters and the default Generator.

alpha : float

First parameter of the distribution.

beta : float

Second parameter of the distribution.

BetaDistribution(alpha, beta, generator)

Full Usage: BetaDistribution(alpha, beta, generator)

Parameters:
    alpha : float - First parameter of the distribution.
    beta : float - Second parameter of the distribution.
    generator : Generator - A Generator object.

Initializes a new instance of the BetaDistribution class, using the specified Generator as underlying random number generator.

alpha : float

First parameter of the distribution.

beta : float

Second parameter of the distribution.

generator : Generator

A Generator object.

ArgumentNullException generator is NULL ( in Visual Basic).

Instance members

Instance member Description

this.Alpha

Full Usage: this.Alpha

Gets or sets the parameter alpha which is used for generation of beta distributed random numbers.

Call BetaDistribution.IsValidAlpha to determine whether a value is valid and therefor assignable.

this.Beta

Full Usage: this.Beta

Gets or sets the parameter beta which is used for generation of beta distributed random numbers.

Call BetaDistribution.IsValidBeta to determine whether a value is valid and therefor assignable.

this.CDF

Full Usage: this.CDF

Parameters:
    x : float

Returns: float
Modifiers: abstract

x : float
Returns: float

this.Initialize

Full Usage: this.Initialize

Parameters:
    alpha : float
    beta : float

alpha : float
beta : float

this.IsValidAlpha

Full Usage: this.IsValidAlpha

Parameters:
    value : float - The value to check.

Returns: bool if value is greater than 0.0; otherwise, .

Determines whether the specified value is valid for parameter BetaDistribution.Alpha.

value : float

The value to check.

Returns: bool

if value is greater than 0.0; otherwise, .

this.IsValidBeta

Full Usage: this.IsValidBeta

Parameters:
    value : float - The value to check.

Returns: bool if value is greater than 0.0; otherwise, .

Determines whether the specified value is valid for parameter BetaDistribution.Beta.

value : float

The value to check.

Returns: bool

if value is greater than 0.0; otherwise, .

this.Maximum

Full Usage: this.Maximum

Returns: float
Modifiers: abstract

Gets the maximum possible value of beta distributed random numbers.

Returns: float

this.Mean

Full Usage: this.Mean

Returns: float
Modifiers: abstract

Gets the mean value of beta distributed random numbers.

Returns: float

this.Median

Full Usage: this.Median

Returns: float
Modifiers: abstract

Gets the median of beta distributed random numbers.

Returns: float

this.Minimum

Full Usage: this.Minimum

Returns: float
Modifiers: abstract

Gets the minimum possible value of beta distributed random numbers.

Returns: float

this.Mode

Full Usage: this.Mode

Returns: float[]
Modifiers: abstract

Gets the mode of beta distributed random numbers.

Returns: float[]

this.NextDouble

Full Usage: this.NextDouble

Returns: float A beta distributed double-precision floating point number.
Modifiers: abstract

Returns a beta distributed floating point random number.

Returns: float

A beta distributed double-precision floating point number.

this.PDF

Full Usage: this.PDF

Parameters:
    x : float

Returns: float
Modifiers: abstract

x : float
Returns: float

this.Quantile

Full Usage: this.Quantile

Parameters:
    p : float

Returns: float
Modifiers: abstract

p : float
Returns: float

this.Variance

Full Usage: this.Variance

Returns: float
Modifiers: abstract

Gets the variance of beta distributed random numbers.

Returns: float

Static members

Static member Description

BetaDistribution.CDF(x, A, B)

Full Usage: BetaDistribution.CDF(x, A, B)

Parameters:
    x : float
    A : float
    B : float

Returns: float

x : float
A : float
B : float
Returns: float

BetaDistribution.PDF(x, A, B)

Full Usage: BetaDistribution.PDF(x, A, B)

Parameters:
    x : float
    A : float
    B : float

Returns: float

x : float
A : float
B : float
Returns: float

BetaDistribution.Quantile(p, A, B)

Full Usage: BetaDistribution.Quantile(p, A, B)

Parameters:
    p : float
    A : float
    B : float

Returns: float

p : float
A : float
B : float
Returns: float