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@stdlib/stats

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Standard library statistical functions.

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<!-- @license Apache-2.0 Copyright (c) 2018 The Stdlib Authors. Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance with the License. You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the License for the specific language governing permissions and limitations under the License. --> # Beta > Beta distribution constructor. <!-- Section to include introductory text. Make sure to keep an empty line after the intro `section` element and another before the `/section` close. --> <section class="intro"> </section> <!-- /.intro --> <!-- Package usage documentation. --> <section class="usage"> ## Usage ```javascript var Beta = require( '@stdlib/stats/base/dists/beta/ctor' ); ``` #### Beta( \[alpha, beta] ) Returns a [beta][beta-distribution] distribution object. ```javascript var beta = new Beta(); var mu = beta.mean; // returns 0.5 ``` By default, `alpha = 1.0` and `beta = 1.0`. To create a distribution having a different `alpha` (first shape parameter) and `beta` (second shape parameter), provide the corresponding arguments. ```javascript var beta = new Beta( 2.0, 4.0 ); var mu = beta.mean; // returns ~0.333 ``` * * * ## beta A [beta][beta-distribution] distribution object has the following properties and methods... ### Writable Properties #### beta.alpha First shape parameter of the distribution. `alpha` **must** be a positive number. ```javascript var beta = new Beta(); var alpha = beta.alpha; // returns 1.0 beta.alpha = 3.0; alpha = beta.alpha; // returns 3.0 ``` #### beta.beta Second shape parameter of the distribution. `beta` **must** be a positive number. ```javascript var beta = new Beta( 2.0, 4.0 ); var b = beta.beta; // returns 4.0 beta.beta = 3.0; b = beta.beta; // returns 3.0 ``` * * * ### Computed Properties #### Beta.prototype.entropy Returns the [differential entropy][entropy]. ```javascript var beta = new Beta( 4.0, 12.0 ); var entropy = beta.entropy; // returns ~-0.869 ``` #### Beta.prototype.kurtosis Returns the [excess kurtosis][kurtosis]. ```javascript var beta = new Beta( 4.0, 12.0 ); var kurtosis = beta.kurtosis; // returns ~0.082 ``` #### Beta.prototype.mean Returns the [expected value][expected-value]. ```javascript var beta = new Beta( 4.0, 12.0 ); var mu = beta.mean; // returns 0.25 ``` #### Beta.prototype.median Returns the [median][median]. ```javascript var beta = new Beta( 4.0, 12.0 ); var median = beta.median; // returns ~0.239 ``` #### Beta.prototype.mode Returns the [mode][mode]. ```javascript var beta = new Beta( 4.0, 12.0 ); var mode = beta.mode; // returns ~0.214 ``` #### Beta.prototype.skewness Returns the [skewness][skewness]. ```javascript var beta = new Beta( 4.0, 12.0 ); var skewness = beta.skewness; // returns ~0.529 ``` #### Beta.prototype.stdev Returns the [standard deviation][standard-deviation]. ```javascript var beta = new Beta( 4.0, 12.0 ); var s = beta.stdev; // returns ~0.105 ``` #### Beta.prototype.variance Returns the [variance][variance]. ```javascript var beta = new Beta( 4.0, 12.0 ); var s2 = beta.variance; // returns ~0.011 ``` * * * ### Methods #### Beta.prototype.cdf( x ) Evaluates the [cumulative distribution function][cdf] (CDF). ```javascript var beta = new Beta( 2.0, 4.0 ); var y = beta.cdf( 0.5 ); // returns ~0.813 ``` #### Beta.prototype.logcdf( x ) Evaluates the natural logarithm of the [cumulative distribution function][cdf] (CDF). ```javascript var beta = new Beta( 2.0, 4.0 ); var y = beta.logcdf( 0.5 ); // returns ~-0.208 ``` #### Beta.prototype.logpdf( x ) Evaluates the natural logarithm of the [probability density function][pdf] (PDF). ```javascript var beta = new Beta( 2.0, 4.0 ); var y = beta.logpdf( 0.8 ); // returns ~-2.0557 ``` #### Beta.prototype.mgf( t ) Evaluates the [moment-generating function][mgf] (MGF). ```javascript var beta = new Beta( 2.0, 4.0 ); var y = beta.mgf( 0.5 ); // returns ~1.186 ``` #### Beta.prototype.pdf( x ) Evaluates the [probability density function][pdf] (PDF). ```javascript var beta = new Beta( 2.0, 4.0 ); var y = beta.pdf( 0.8 ); // returns ~0.128 ``` #### Beta.prototype.quantile( p ) Evaluates the [quantile function][quantile-function] at probability `p`. ```javascript var beta = new Beta( 2.0, 4.0 ); var y = beta.quantile( 0.5 ); // returns ~0.314 y = beta.quantile( 1.9 ); // returns NaN ``` </section> <!-- /.usage --> <!-- Package usage notes. Make sure to keep an empty line after the `section` element and another before the `/section` close. --> <section class="notes"> </section> <!-- /.notes --> <!-- Package usage examples. --> * * * <section class="examples"> ## Examples <!-- eslint no-undef: "error" --> ```javascript var Beta = require( '@stdlib/stats/base/dists/beta/ctor' ); var beta = new Beta( 2.0, 4.0 ); var mu = beta.mean; // returns ~0.333 var median = beta.median; // returns ~0.314 var s2 = beta.variance; // returns ~0.032 var y = beta.cdf( 0.8 ); // returns ~0.993 ``` </section> <!-- /.examples --> <!-- Section to include cited references. If references are included, add a horizontal rule *before* the section. Make sure to keep an empty line after the `section` element and another before the `/section` close. --> <section class="references"> </section> <!-- /.references --> <!-- Section for related `stdlib` packages. Do not manually edit this section, as it is automatically populated. --> <section class="related"> </section> <!-- /.related --> <!-- Section for all links. Make sure to keep an empty line after the `section` element and another before the `/section` close. --> <section class="links"> [beta-distribution]: https://en.wikipedia.org/wiki/Beta_distribution [cdf]: https://en.wikipedia.org/wiki/Cumulative_distribution_function [mgf]: https://en.wikipedia.org/wiki/Moment-generating_function [pdf]: https://en.wikipedia.org/wiki/Probability_density_function [quantile-function]: https://en.wikipedia.org/wiki/Quantile_function [entropy]: https://en.wikipedia.org/wiki/Entropy_%28information_theory%29 [expected-value]: https://en.wikipedia.org/wiki/Expected_value [kurtosis]: https://en.wikipedia.org/wiki/Kurtosis [median]: https://en.wikipedia.org/wiki/Median [mode]: https://en.wikipedia.org/wiki/Mode_%28statistics%29 [skewness]: https://en.wikipedia.org/wiki/Skewness [standard-deviation]: https://en.wikipedia.org/wiki/Standard_deviation [variance]: https://en.wikipedia.org/wiki/Variance </section> <!-- /.links -->