procedure BetaStat(a: Double; b: Double; out AMean: Double; out AVariance: Double; out ASkewness: Double; out AKurtosis: Double);
Beta distribution moments (mean, variance, skewness, excess kurtosis).
| # | Name | Description |
|---|---|---|
| 1 | AMean | Returns the mean, = a/(a+b). |
| 2 | AVariance | Returns the variance, = a b / ((a+b)^2 (a+b+1)). |
| 3 | ASkewness | Returns the skewness, = 2(b-a) sqrt(a+b+1) / ((a+b+2) sqrt(a b)). |
| 4 | AKurtosis | Returns the EXCESS kurtosis. |
| 5 | a | First shape parameter, real value > 0. |
| 6 | b | Second shape parameter, real value > 0. |
Result: stored in self (calling object)
Remarks:
Returns the moments of the beta distribution. If a <= 0 or b <= 0 all four outputs are NAN.