Statistics.BetaFit Method (TVec, TSample, TSample, TTwoElmReal, TTwoElmReal, Integer, TSample, TSample)

Calculate parameters for Beta distributed values.

public BetaFit(TVec X, ref double A, ref double B, ref TTwoElmReal PCIA, ref TTwoElmReal PCIB, int MaxIter, double Tolerance, double alpha);

Parameters

Parameters	Description
X	Stores data which is assumed to be Beta distributed.
A	Return Beta distribution parameter estimator a.
B	Return Beta distribution parameter estimator b.
PCIA	a (1-Alpha)*100 percent confidence interval.
PCIB	b (1-Alpha)*100 percent confidence interval.
MaxIter	Maximum number of iterations needed for deriving a and b.
Tolerance	Defines the acceptable tolerance for calculating a and b.
alpha	Confidence interval percentage.

Related Topics

RandomBeta, BetaStat

C# Example

The following example generates 100 random Beta distributed values and then uses BetaFit routine to extract used a and b parameters:

using Dew.Math;
using Dew.Stats;
using Dew.Stats.Units;
namespace Dew.Examples;
{
  private void Example()
  {
    Vector v = new Vector(1000,false);
    // first, generate 1000 randomly beta distributed
    // numbers with parameters a=3 and b =2
    StatRandom.RandomBeta(3.0, 2.0, v);
    double esta,estb;
    double[2] cia,cib;
    // Now extract the a,b and their 95% confidence intervals.
    //Use at max 300 iterations and tolerance 0.001
    Statistics.BetaFit(v,out esta, out estb, out cia, out cib, 300, 1.0e-3, 0.05);