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Statistics.BetaFit Function

Calculate parameters for Beta distributed values.

Pascal
procedure BetaFit(const X: TVec; out A: double; out B: double; var PCIA: TTwoElmReal; var PCIB: TTwoElmReal; MaxIter: Integer = 500; Tolerance: double = 1e-8; Alpha: double = 0.05); overload;
Parameters 
Description 
Stores data which is assumed to be Beta distributed. 
Return Beta distribution parameter estimator a. 
Return Beta distribution parameter estimator b. 
PCIA 
a (1-Alpha)*100 percent confidence interval. 
PCIB 
b (1-Alpha)*100 percent confidence interval. 
MaxIter 
Maximum number of iterations needed for deriving a and b. 
Tolerance 
Defines the acceptable tolerance for calculating a and b. 
Alpha 
Confidence interval percentage. 

RandomBeta, BetaStat

The following example generates 100 random Beta distributed values and then uses BetaFit routine to extract used a and b parameters:

Uses MtxExpr, Math387, Statistics, StatRandom;
procedure Example;
var vec1: Vector;
  resA, resB : double;
  CIA,CIB: TTwoElmReal;
begin
  // first, generate 1000 randomly beta distributed
  // numbers with parameters a=3 and b =2
  vec1.Size(1000);
  RandomBeta(3,2,vec1);
  // Now extract the a,b and their 95% confidence intervals.
  //Use at max 300 iterations and tolerance 0.001
  BetaFit(vec1,resA,resB,CIA,CIB,300,1e-3);
end;
#include "MtxExpr.hpp"
#include "Statistics.hpp"
#include "StatRandom.hpp"
#include "RndImport.hpp"
void __fastcall Example()
{
  sVector vec1;
      vec1.Size(1000,false);
      // first, generate 1000 randomly beta distributed
      // numbers with parameters a=3 and b =2
      RandomBeta(3,2,vec1);
      double esta,estb;
      TTwoElmReal cia, cib;
      // Now extract the a,b and their 95% confidence intervals.
      //Use at max 300 iterations and tolerance 0.001
      BetaFit(vec1,esta,estb,cia,cib,300,1.0E-3,0.05);
}
Examples on GitHub
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