functionBeta
Beta
Extends from Var (prototype for variate generation functions).
Information
Beta
Beta probability distribution function.
Syntax
Beta(g,alpha1,alpha2)
Description
Generates a random variate following the Beta probability distribution, with parameters alpha1 and alpha2.
The pseudo-code algorithm used for this distribution is:
1. Generate Y1 as gamma(alpha1,1), and Y2 as gamma(alpha2,1) independent from Y1.
2. Return x = Y1/(Y1+Y2)
Examples
(u,g) := Beta(g,0.6,0.4);
Inputs
| Type | Name | Default | Description |
|---|---|---|---|
| Generator | g (from Var) | Random number generator | |
| Real | a (from Var) | 0 | First parameter of the prob. distribution |
| Real | b (from Var) | 0 | Second parameter of the prob. distribution |
| Real | c (from Var) | 0 | Third parameter of the prob. distribution (only for the Johnson and Triangular distributions) |
| Real | d (from Var) | 0 | Fourth parameter of the prob. distribution (only for the Johnson distribution) |
Outputs
| Type | Name | Default | Description |
|---|---|---|---|
| Real | x (from Var) | Generated random variate | |
| Generator | gout (from Var) | Updated random number generator |