com.mapr.stats.random

Class BetaDistribution

java.lang.Object

org.apache.mahout.math.jet.random.AbstractDistribution

org.apache.mahout.math.jet.random.AbstractContinousDistribution

com.mapr.stats.random.BetaDistribution

All Implemented Interfaces:

org.apache.mahout.math.function.DoubleFunction, org.apache.mahout.math.function.IntFunction

public class BetaDistribution
extends org.apache.mahout.math.jet.random.AbstractContinousDistribution

Sample from a beta distribution. The beta distribution has PDF of \[ p(x \mid \alpha, \alpha) = {\frac {\Gamma(\alpha+\beta)} {\Gamma(\alpha) \Gamma(\beta}} x^{\alpha-1} (1-x)^{\beta-1} \] Note that \( \frac {\Gamma(\alpha) \Gamma(\beta)} {\Gamma(\alpha+\beta)} \) and is known as the beta function \(B(\alpha, \beta)\). Sampling from the beta distribution \(x \sim B(\alpha, \beta)\) can be done by using the following procedure which depends on sampling from the gamma distribution \[ u \sim \Gamma(\alpha, 1) \\ v \sim \Gamma(\beta, 1) \\ x = \frac u {u+v} \]

Constructor Summary

Constructors

Constructor and Description
BetaDistribution(double alpha, double beta)
BetaDistribution(double alpha, double beta, Random random)

Method Summary

Methods

Modifier and Type	Method and Description
double	cdf(double x)
double	getAlpha()
double	getBeta()
double	logPdf(double x)
double	mean()
double	nextDouble() Returns a random number from the distribution.
double	nextDouble(double alpha, double beta)
double	pdf(double x)
void	setAlpha(double alpha)
void	setBeta(double beta)
void	setRandomGenerator(Random rand) Sets the uniform random generator internally used.

Methods inherited from class org.apache.mahout.math.jet.random.AbstractContinousDistribution

nextInt

Methods inherited from class org.apache.mahout.math.jet.random.AbstractDistribution

apply, apply, getRandomGenerator, randomDouble

Methods inherited from class java.lang.Object

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

Constructor Detail

BetaDistribution

public BetaDistribution(double alpha,
                double beta,
                Random random)

BetaDistribution

public BetaDistribution(double alpha,
                double beta)

Method Detail

nextDouble

public double nextDouble()

Returns a random number from the distribution.

Specified by:

nextDouble in class org.apache.mahout.math.jet.random.AbstractDistribution

Returns:

A new sample from this distribution.

nextDouble

public double nextDouble(double alpha,
                double beta)

pdf

public double pdf(double x)

Overrides:

pdf in class org.apache.mahout.math.jet.random.AbstractContinousDistribution

logPdf

public double logPdf(double x)

cdf

public double cdf(double x)

Overrides:

cdf in class org.apache.mahout.math.jet.random.AbstractContinousDistribution

setAlpha

public void setAlpha(double alpha)

setBeta

public void setBeta(double beta)

getBeta

public double getBeta()

getAlpha

public double getAlpha()

mean

public double mean()

setRandomGenerator

public void setRandomGenerator(Random rand)

Sets the uniform random generator internally used.

Overrides:

setRandomGenerator in class org.apache.mahout.math.jet.random.AbstractDistribution

Parameters:

rand - the new PRNG