Probabilities.BetaCDF Method

Overload List

#SignatureDescription
1void BetaCDF(TDenseMtxVec X, Double A, Double B, TDenseMtxVec Res)Beta CDF (vectorized).
2Double BetaCDF(Double x, Double a, Double b)Beta distribution cumulative distribution function (CDF).

Overload 1: void BetaCDF(TDenseMtxVec X, Double A, Double B, TDenseMtxVec Res)

Beta CDF (vectorized).

#NameDescription
1XDefines distribution domain, real vector or matrix with integer values on open interval (0,1).
2ADistribution scale parameter, real positive value.
3BDistribution shape parameter, real positive value.
4ResAfter calculation stores the CDF calculated from X, A and B. Length and Complex properties of Res are adjusted automatically to match Length and Complex properties of X.

Result: stored in self (calling object)

Overload 2: Double BetaCDF(Double x, Double a, Double b)

Beta distribution cumulative distribution function (CDF).

#NameDescription
1xFunction domain, real value on the closed interval [0,1].
2aFirst shape parameter, real value > 0.
3bSecond shape parameter, real value > 0.

Returns: Double - the beta cumulative distribution function (CDF) at x: the probability that an observation from a beta distribution with shape parameters a and b falls in [0,x]. Returns NAN when a <= 0 or b <= 0.

Remarks:

Computes the beta CDF, the regularized incomplete beta function I_x(a,b):

CDF(x|a,b)=1/B(a,b)integral _0 ^x t^(a-1)(1-t)^(b-1) dt = I_x(a,b)

where B(a,b)B(a,b) is the Dew.Math.Units.Probabilities.Beta function. Domain: x in [0,1], a > 0, b > 0; the result lies in [0,1][0,1], is monotone non-decreasing, equals 0 for x <= 0 and 1 for x >= 1. If a <= 0 or b <= 0 the result is NAN.

See Also: Probabilities.BetaPDF, Probabilities.BetaCDFInv