public class BetaDistribution extends Object implements ProbabilityDistribution
dbeta, pbeta, qbeta, rbeta.| Constructor and Description |
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BetaDistribution(double alpha,
double beta)
Construct a Beta distribution.
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| Modifier and Type | Method and Description |
|---|---|
double |
ccdf(double x) |
double |
cdf(double x)
Gets the cumulative probability F(x) = Pr(X ≤ x).
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double |
density(double x)
The density function, which, if exists, is the derivative of F.
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double |
entropy()
Gets the entropy of this distribution.
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double |
kurtosis()
Gets the excess kurtosis of this distribution.
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double |
mean()
Gets the mean of this distribution.
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double |
median()
Gets the median of this distribution.
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double |
moment(double x)
Deprecated.
Not supported yet.
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double |
quantile(double u)
Gets the quantile, the inverse of the cumulative distribution function.
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double |
skew()
Gets the skewness of this distribution.
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double |
variance()
Gets the variance of this distribution.
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public BetaDistribution(double alpha,
double beta)
alpha - α: the shape parameterbeta - β: the shape parameterpublic double mean()
ProbabilityDistributionmean in interface ProbabilityDistributionpublic double median()
ProbabilityDistributionmedian in interface ProbabilityDistributionpublic double variance()
ProbabilityDistributionvariance in interface ProbabilityDistributionpublic double skew()
ProbabilityDistributionskew in interface ProbabilityDistributionpublic double kurtosis()
ProbabilityDistributionkurtosis in interface ProbabilityDistributionpublic double entropy()
ProbabilityDistributionentropy in interface ProbabilityDistributionpublic double cdf(double x)
ProbabilityDistributioncdf in interface ProbabilityDistributionx - xpublic double ccdf(double x)
public double density(double x)
ProbabilityDistributionf(x) = dF(X) / dxThis may not always exist. For the discrete cases, this is the probability mass function. It gives the probability that a discrete random variable is exactly equal to some value.
density in interface ProbabilityDistributionx - xpublic double quantile(double u)
ProbabilityDistributionThis may not always exist.F-1(u) = x, such that Pr(X ≤ x) = u
quantile in interface ProbabilityDistributionu - u, a quantile@Deprecated public double moment(double x)
ProbabilityDistributionE(etX)This may not always exist.
moment in interface ProbabilityDistributionx - tCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.