`Beta` — The Beta distribution

Usage

Beta(a: Double, b: Double) → Distribution<Double>

Arguments

a:: Positive shape parameter a
b:: Positive shape parameter b

Description

The Beta distribution describes values between 0 and 1, such as probabilities and proportions. Its mean is a/(a+b) and its variance is a*b/((a+b)^2 * (a+b+1)).

Beta(1,1) is uniform on this interval. Increasing both shape parameters by the same factor concentrates values around the same mean.

Examples

~Beta(1,1)              # Sample from a Uniform(0,1)

~IID(10, Beta(1,1))     # Generate 10 uniform samples

density(Beta(3,4),0.5)  # Compute the density at 0.5