KSLCore/ksl.utilities.distributions/Beta

Beta

class Beta(alphaShape: Double, betaShape: Double, name: String? = null) : Distribution, ContinuousDistributionIfc, InverseCDFIfc, RVParametersTypeIfc, MomentsIfc(source)

Create Beta distribution with the supplied parameters

Parameters

alphaShape

the first shape parameter

betaShape

the second shape parameter

Constructors

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constructor(alphaShape: Double, betaShape: Double, name: String? = null)

Types

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object Companion

Properties

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var alpha: Double
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var beta: Double
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open override val kurtosis: Double
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open override val mean: Double
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open override val skewness: Double
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open override val variance: Double

Functions

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open override fun cdf(x: Double): Double

Returns the F(x) = Pr{X <= x} where F represents the cumulative distribution function

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open override fun domain(): Interval
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open override fun instance(): Beta
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open override fun invCDF(p: Double): Double

Provides the inverse cumulative distribution function for the distribution

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open override fun mean(): Double

Returns the mean or expected value of a distribution

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open override fun parameters(): DoubleArray

Returns the parameters of the distribution.

open override fun parameters(params: DoubleArray)

Changes the parameters to the supplied values params0 the alpha shape parameter params1the beta shape parameter

fun parameters(alphaShape: Double, betaShape: Double)

Changes the parameters to the supplied values

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open override fun pdf(x: Double): Double

Returns the f(x) where f represents the probability density function for the distribution. Note this is not a probability.

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open override fun randomVariable(streamNumber: Int, streamProvider: RNStreamProviderIfc): BetaRV

Promises to return a random variable that uses the supplied stream number using the supplied stream provider

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open override fun toString(): String
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open override fun variance(): Double

Returns the variance of the distribution if defined