pBetaCorrBin | R Documentation |
These functions provide the ability for generating probability function values and cumulative probability function values for the Beta-Correlated Binomial Distribution.
pBetaCorrBin(x,n,cov,a,b)
x |
vector of binomial random variables. |
n |
single value for no of binomial trials. |
cov |
single value for covariance. |
a |
single value for alpha parameter |
b |
single value for beta parameter. |
The probability function and cumulative function can be constructed and are denoted below
The cumulative probability function is the summation of probability function values.
x = 0,1,2,3,...n
n = 1,2,3,...
-\infty < cov < +\infty
0< a,b
0 < p < 1
p=\frac{a}{a+b}
\Theta=\frac{1}{a+b}
The Correlation is in between
\frac{-2}{n(n-1)} min(\frac{p}{1-p},\frac{1-p}{p}) \le correlation \le \frac{2p(1-p)}{(n-1)p(1-p)+0.25-fo}
where fo=min (x-(n-1)p-0.5)^2
The mean and the variance are denoted as
E_{BetaCorrBin}[x]= np
Var_{BetaCorrBin}[x]= np(1-p)(n\Theta+1)(1+\Theta)^{-1}+n(n-1)cov
Corr_{BetaCorrBin}[x]=\frac{cov}{p(1-p)}
NOTE : If input parameters are not in given domain conditions necessary error messages will be provided to go further.
The output of pBetaCorrBin
gives cumulative probability values in vector form.
paul1985threefitODBOD
#plotting the random variables and probability values
col <- rainbow(5)
a <- c(9.0,10,11,12,13)
b <- c(8.0,8.1,8.2,8.3,8.4)
plot(0,0,main="Beta-Correlated binomial probability function graph",xlab="Binomial random variable",
ylab="Probability function values",xlim = c(0,10),ylim = c(0,0.5))
for (i in 1:5)
{
lines(0:10,dBetaCorrBin(0:10,10,0.001,a[i],b[i])$pdf,col = col[i],lwd=2.85)
points(0:10,dBetaCorrBin(0:10,10,0.001,a[i],b[i])$pdf,col = col[i],pch=16)
}
dBetaCorrBin(0:10,10,0.001,10,13)$pdf #extracting the pdf values
dBetaCorrBin(0:10,10,0.001,10,13)$mean #extracting the mean
dBetaCorrBin(0:10,10,0.001,10,13)$var #extracting the variance
dBetaCorrBin(0:10,10,0.001,10,13)$corr #extracting the correlation
dBetaCorrBin(0:10,10,0.001,10,13)$mincorr #extracting the minimum correlation value
dBetaCorrBin(0:10,10,0.001,10,13)$maxcorr #extracting the maximum correlation value
#plotting the random variables and cumulative probability values
col <- rainbow(5)
a <- c(9.0,10,11,12,13)
b <- c(8.0,8.1,8.2,8.3,8.4)
plot(0,0,main="Beta-Correlated binomial probability function graph",xlab="Binomial random variable",
ylab="Probability function values",xlim = c(0,10),ylim = c(0,1))
for (i in 1:5)
{
lines(0:10,pBetaCorrBin(0:10,10,0.001,a[i],b[i]),col = col[i],lwd=2.85)
points(0:10,pBetaCorrBin(0:10,10,0.001,a[i],b[i]),col = col[i],pch=16)
}
pBetaCorrBin(0:10,10,0.001,10,13) #acquiring the cumulative probability values
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