Package org.apache.commons.math.distribution

Class BetaDistributionImpl

    • Field Detail

      • DEFAULT_INVERSE_ABSOLUTE_ACCURACY

        public static final double DEFAULT_INVERSE_ABSOLUTE_ACCURACY
        Default inverse cumulative probability accuracy
        Since:
        2.1
        See Also:
        Constant Field Values

    • Constructor Detail

      • BetaDistributionImpl

        public BetaDistributionImpl​(double alpha,
                            double beta,
                            double inverseCumAccuracy)
        Build a new instance.
        Parameters:
        alpha - first shape parameter (must be positive)
        beta - second shape parameter (must be positive)
        inverseCumAccuracy - the maximum absolute error in inverse cumulative probability estimates (defaults to DEFAULT_INVERSE_ABSOLUTE_ACCURACY)
        Since:
        2.1

      • BetaDistributionImpl

        public BetaDistributionImpl​(double alpha,
                            double beta)
        Build a new instance.
        Parameters:
        alpha - first shape parameter (must be positive)
        beta - second shape parameter (must be positive)

    • Method Detail

      • setAlpha

        @Deprecated
public void setAlpha​(double alpha)
        Deprecated.
        as of 2.1 (class will become immutable in 3.0)
        Modify the shape parameter, alpha.
        Specified by:
        setAlpha in interface BetaDistribution
        Parameters:
        alpha - the new shape parameter.

      • getAlpha

        public double getAlpha()
        Access the shape parameter, alpha
        Specified by:
        getAlpha in interface BetaDistribution
        Returns:
        alpha.

      • setBeta

        @Deprecated
public void setBeta​(double beta)
        Deprecated.
        as of 2.1 (class will become immutable in 3.0)
        Modify the shape parameter, beta.
        Specified by:
        setBeta in interface BetaDistribution
        Parameters:
        beta - the new scale parameter.

      • getBeta

        public double getBeta()
        Access the shape parameter, beta
        Specified by:
        getBeta in interface BetaDistribution
        Returns:
        beta.

      • density

        @Deprecated
public double density​(Double x)
        Deprecated.
        Return the probability density for a particular point.
        Specified by:
        density in interface BetaDistribution
        Specified by:
        density in interface HasDensity<Double>
        Parameters:
        x - The point at which the density should be computed.
        Returns:
        The pdf at point x.

      • density

        public double density​(double x)
        Return the probability density for a particular point.
        Overrides:
        density in class AbstractContinuousDistribution
        Parameters:
        x - The point at which the density should be computed.
        Returns:
        The pdf at point x.
        Since:
        2.1

      • cumulativeProbability

        public double cumulativeProbability​(double x)
                             throws MathException
        For a random variable X whose values are distributed according to this distribution, this method returns P(X ≤ x). In other words, this method represents the (cumulative) distribution function, or CDF, for this distribution.
        Specified by:
        cumulativeProbability in interface Distribution
        Parameters:
        x - the value at which the distribution function is evaluated.
        Returns:
        the probability that a random variable with this distribution takes a value less than or equal to x
        Throws:
        MathException - if the cumulative probability can not be computed due to convergence or other numerical errors.

      • cumulativeProbability

        public double cumulativeProbability​(double x0,
                                    double x1)
                             throws MathException
        For a random variable X whose values are distributed according to this distribution, this method returns P(x0 ≤ X ≤ x1).

        The default implementation uses the identity

        P(x0 ≤ X ≤ x1) = P(X ≤ x1) - P(X ≤ x0)

        Specified by:
        cumulativeProbability in interface Distribution
        Overrides:
        cumulativeProbability in class AbstractDistribution
        Parameters:
        x0 - the (inclusive) lower bound
        x1 - the (inclusive) upper bound
        Returns:
        the probability that a random variable with this distribution will take a value between x0 and x1, including the endpoints.
        Throws:
        MathException - if the cumulative probability can not be computed due to convergence or other numerical errors.

      • getSupportLowerBound

        public double getSupportLowerBound()
        Returns the lower bound of the support for this distribution. The support of the Beta distribution is always [0, 1], regardless of the parameters, so this method always returns 0.
        Returns:
        lower bound of the support (always 0)
        Since:
        2.2

      • getSupportUpperBound

        public double getSupportUpperBound()
        Returns the upper bound of the support for this distribution. The support of the Beta distribution is always [0, 1], regardless of the parameters, so this method always returns 1.
        Returns:
        lower bound of the support (always 1)
        Since:
        2.2

      • getNumericalMean

        public double getNumericalMean()
        Returns the mean. For first shape parameter s1 and second shape parameter s2, the mean is s1 / (s1 + s2)
        Returns:
        the mean
        Since:
        2.2

      • getNumericalVariance

        public double getNumericalVariance()
        Returns the variance. For first shape parameter s1 and second shape parameter s2, the variance is [ s1 * s2 ] / [ (s1 + s2)^2 * (s1 + s2 + 1) ]
        Returns:
        the variance
        Since:
        2.2