pBETA: Beta Distribution

View source: R/Beta.R

pBETAR Documentation

Beta Distribution

Description

These functions provide the ability for generating probability density values, cumulative probability density values and moment about zero values for the Beta Distribution bounded between [0,1].

Usage

pBETA(p,a,b)

Arguments

p

vector of probabilities.

a

single value for shape parameter alpha representing as a.

b

single value for shape parameter beta representing as b.

Details

The probability density function and cumulative density function of a unit bounded beta distribution with random variable P are given by

g_{P}(p)= \frac{p^{a-1}(1-p)^{b-1}}{B(a,b)}

; 0 ≤ p ≤ 1

G_{P}(p)= \frac{B_p(a,b)}{B(a,b)}

; 0 ≤ p ≤ 1

a,b > 0

The mean and the variance are denoted by

E[P]= \frac{a}{a+b}

var[P]= \frac{ab}{(a+b)^2(a+b+1)}

The moments about zero is denoted as

E[P^r]= ∏_{i=0}^{r-1} (\frac{a+i}{a+b+i})

r = 1,2,3,...

Defined as B_p(a,b)=\int^p_0 t^{a-1} (1-t)^{b-1}\,dt is incomplete beta integrals and B(a,b) is the beta function.

NOTE : If input parameters are not in given domain conditions necessary error messages will be provided to go further.

Value

The output of pBETA gives the cumulative density values in vector form.

References

Johnson, N. L., Kotz, S. and Balakrishnan, N. (1994) Continuous Univariate Distributions, Vol. 2, Wiley Series in Probability and Mathematical Statistics, Wiley.

Trenkler, G., 1996. Continuous univariate distributions. Computational Statistics & Data Analysis, 21(1), p.119.

Available at: doi: 10.1016/0167-9473(96)90015-8.

See Also

Beta

or

https://stat.ethz.ch/R-manual/R-devel/library/stats/html/Beta.html

Examples

#plotting the random variables and probability values
col <- rainbow(4)
a <- c(1,2,5,10)
plot(0,0,main="Probability density graph",xlab="Random variable",ylab="Probability density values",
xlim = c(0,1),ylim = c(0,4))
for (i in 1:4)
{
lines(seq(0,1,by=0.01),dBETA(seq(0,1,by=0.01),a[i],a[i])$pdf,col = col[i])
}

dBETA(seq(0,1,by=0.01),2,3)$pdf   #extracting the pdf values
dBETA(seq(0,1,by=0.01),2,3)$mean  #extracting the mean
dBETA(seq(0,1,by=0.01),2,3)$var   #extracting the variance

#plotting the random variables and cumulative probability values
col <- rainbow(4)
a <- c(1,2,5,10)
plot(0,0,main="Cumulative density graph",xlab="Random variable",ylab="Cumulative density values",
xlim = c(0,1),ylim = c(0,1))
for (i in 1:4)
{
lines(seq(0,1,by=0.01),pBETA(seq(0,1,by=0.01),a[i],a[i]),col = col[i])
}

pBETA(seq(0,1,by=0.01),2,3)   #acquiring the cumulative probability values
mazBETA(1.4,3,2)              #acquiring the moment about zero values
mazBETA(2,3,2)-mazBETA(1,3,2)^2 #acquiring the variance for a=3,b=2

#only the integer value of moments is taken here because moments cannot be decimal
mazBETA(1.9,5.5,6)


fitODBOD documentation built on Jan. 15, 2023, 5:11 p.m.

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