Package com.opttek.optquest

Class COptQuestBetaDistribution

java.lang.Object
com.opttek.optquest.COptQuestBetaDistribution
All Implemented Interfaces:
com.opttek.optquest.IProbabilityDistribution
public class COptQuestBetaDistribution extends Object implements com.opttek.optquest.IProbabilityDistribution
Provides methods for the Beta distribution, including CDF, PDF, PPF, and SF. Inspired by NIST's DataPlot implementation and verified against scipy.stats.beta.

  • Constructor Summary

    Constructors
    Constructor
    Description
    COptQuestBetaDistribution(double alpha, double beta)
     

  • Method Summary

    Modifier and Type
    Method
    Description
    double
    cdf(double x)
     
    static double
    CDF(double x, double alpha, double beta)
    Beta Cumulative Distribution Function (CDF) F(x) = I_x(alpha, beta) where I_x is the regularized incomplete beta function
    double
    chaz(double x)
     
    double
    haz(double x)
     
    double
    pdf(double x)
     
    static double
    PDF(double x, double alpha, double beta)
    Beta Probability Density Function (PDF) f(x) = x^(alpha-1) * (1-x)^(beta-1) / B(alpha, beta)
    double
    ppf(double x)
     
    static double
    PPF(double p, double alpha, double beta)
    Beta Percent Point Function (Inverse CDF/Quantile Function) Q(p) = x such that F(x) = p
    double
    sf(double x)
     
    static double
    SF(double x, double alpha, double beta)
    Beta Survival Function (1 - CDF) S(x) = 1 - F(x) = 1 - I_x(alpha, beta)

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Constructor Details

    • COptQuestBetaDistribution

      public COptQuestBetaDistribution(double alpha, double beta)

  • Method Details

    • pdf

      public double pdf(double x)
      Specified by:
      pdf in interface com.opttek.optquest.IProbabilityDistribution

    • cdf

      public double cdf(double x)
      Specified by:
      cdf in interface com.opttek.optquest.IProbabilityDistribution

    • ppf

      public double ppf(double x)
      Specified by:
      ppf in interface com.opttek.optquest.IProbabilityDistribution

    • sf

      public double sf(double x)
      Specified by:
      sf in interface com.opttek.optquest.IProbabilityDistribution

    • chaz

      public double chaz(double x)
      Specified by:
      chaz in interface com.opttek.optquest.IProbabilityDistribution

    • haz

      public double haz(double x)
      Specified by:
      haz in interface com.opttek.optquest.IProbabilityDistribution

    • CDF

      public static double CDF(double x, double alpha, double beta)
      Beta Cumulative Distribution Function (CDF) F(x) = I_x(alpha, beta) where I_x is the regularized incomplete beta function
      Parameters:
      x - the value at which to evaluate the CDF (0 ≤ x ≤ 1)
      alpha - the first shape parameter (> 0)
      beta - the second shape parameter (> 0)
      Returns:
      the cumulative probability

    • PDF

      public static double PDF(double x, double alpha, double beta)
      Beta Probability Density Function (PDF) f(x) = x^(alpha-1) * (1-x)^(beta-1) / B(alpha, beta)
      Parameters:
      x - the value at which to evaluate the PDF (0 ≤ x ≤ 1)
      alpha - the first shape parameter (> 0)
      beta - the second shape parameter (> 0)
      Returns:
      the probability density

    • PPF

      public static double PPF(double p, double alpha, double beta)
      Beta Percent Point Function (Inverse CDF/Quantile Function) Q(p) = x such that F(x) = p
      Parameters:
      p - the probability (0 < p < 1)
      alpha - the first shape parameter (> 0)
      beta - the second shape parameter (> 0)
      Returns:
      the quantile value

    • SF

      public static double SF(double x, double alpha, double beta)
      Beta Survival Function (1 - CDF) S(x) = 1 - F(x) = 1 - I_x(alpha, beta)
      Parameters:
      x - the value at which to evaluate the survival function (0 ≤ x ≤ 1)
      alpha - the first shape parameter > 0)
      beta - the second shape parameter (> 0)
      Returns:
      the survival probability