com.imsl.stat.distributions

Class BetaPD

java.lang.Object

com.imsl.stat.distributions.ProbabilityDistribution

com.imsl.stat.distributions.BetaPD

All Implemented Interfaces:

Serializable, Cloneable

public class BetaPD
extends ProbabilityDistribution
implements Serializable, Cloneable

The beta probability distribution.

See Also:

Example, Serialized Form

Constructor Summary

Constructors

Constructor and Description
BetaPD() Constructor for the beta probability distribution.

Method Summary

Modifier and Type	Method and Description
double[]	getParameterLowerBounds() Returns the lower bounds of the parameters.
double[]	getParameterUpperBounds() Returns the upper bounds of the parameters.
double	pdf(double x, double... params) Returns the value of the beta probability density function.

Methods inherited from class com.imsl.stat.distributions.ProbabilityDistribution

getNumberOfParameters, getPDFGradientApproximation, getPDFHessianApproximation, getRangeOfX, setRangeOfX

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

BetaPD

public BetaPD()

Constructor for the beta probability distribution.

Method Detail

pdf

public double pdf(double x,
                  double... params)

Returns the value of the beta probability density function.

The probability density function of the beta distribution is $$f(x; a, b) = x^{a - 1} (1 - x)^{b - 1} \frac{1}{{B(a,b) }}$$ where a>0 and b>0 are shape parameters and the beta function is $$B(a,b) = \frac{\Gamma(a,b)}{\Gamma(a)\Gamma(b)}$$

Specified by:

pdf in class ProbabilityDistribution

Parameters:

x - a double value in the range of X

params - a double array containing the parameters, a and b. The parameters can also be given in the form pdf(x,a,b), where a and b are scalars.

Note: The argument params is a variable length argument list (varargs).

Returns:

a double value equal to the probability density at x given the parameter values

getParameterLowerBounds

public double[] getParameterLowerBounds()

Returns the lower bounds of the parameters.

Specified by:

getParameterLowerBounds in class ProbabilityDistribution

Returns:

a double array containing the lower bounds

getParameterUpperBounds

public double[] getParameterUpperBounds()

Returns the upper bounds of the parameters.

Specified by:

getParameterUpperBounds in class ProbabilityDistribution

Returns:

a double array containing the upper bounds