Statistics.BetaFit Method ([In] TVec, out double, out double, double[], double[], int, double, double)

Calculate parameters for Beta distributed values.

Syntax

Visual Basic

public static void BetaFit([In] TVec X, out double A, out double B, ref double[] PCIA, ref double[] PCIB, int MaxIter, double Tolerance, double Alpha);

Parameters

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

See Also

RandomBeta, BetaStat

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 Random rnd = new Random(); StatRandom.RandomBeta(3.0, 2.0, v, rnd.Next()); double esta, estb; double[] cia = new double[2]; double[] cib = new double[2]; // 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, ref cia, ref cib, 300, 1.0e-3, 0.05);

Group

BetaFit Method

Links

Statistics Class, Statistics Members, Dew.Stats.Units Namespace, BetaFit Method, Example, See Also

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