public void LogLikelihoodTest()
{
var target = new BetaDistribution(3.0, 2.0);
double sum = 0;
for (int i = 0; i < samples.Length; i++)
sum -= target.LogProbabilityDensityFunction(samples[i]);
double expected = sum;
double actual = BetaDistribution.LogLikelihood(samples, target.Alpha, target.Beta);
Assert.AreEqual(expected, actual, 1e-10);
}
public void BetaMeanTest()
{
double alpha = 0.42;
double beta = 1.57;
BetaDistribution betaDistribution = new BetaDistribution(alpha, beta);
double mean = betaDistribution.Mean; // 0.21105527638190955
double median = betaDistribution.Median; // 0.11577706212908731
double var = betaDistribution.Variance; // 0.055689279830523512
double mode = betaDistribution.Mode; // 57.999999999999957
double chf = betaDistribution.CumulativeHazardFunction(x: 0.27); // 1.1828193992944409
double cdf = betaDistribution.DistributionFunction(x: 0.27); // 0.69358638272337991
double pdf = betaDistribution.ProbabilityDensityFunction(x: 0.27); // 0.94644031936694828
double lpdf = betaDistribution.LogProbabilityDensityFunction(x: 0.27); // -0.055047364344046057
double hf = betaDistribution.HazardFunction(x: 0.27); // 3.0887671630877072
double ccdf = betaDistribution.ComplementaryDistributionFunction(x: 0.27); // 0.30641361727662009
double icdf = betaDistribution.InverseDistributionFunction(p: cdf); // 0.26999999068687469
string str = betaDistribution.ToString(System.Globalization.CultureInfo.InvariantCulture); // "B(x; α = 0.42, β = 1.57)
Assert.AreEqual(0.21105527638190955, mean);
Assert.AreEqual(0.11577706212908731, median);
Assert.AreEqual(57.999999999999957, mode);
Assert.AreEqual(0.055689279830523512, var);
Assert.AreEqual(1.1828193992944409, chf);
Assert.AreEqual(0.69358638272337991, cdf);
Assert.AreEqual(0.94644031936694828, pdf);
Assert.AreEqual(-0.055047364344046057, lpdf);
Assert.AreEqual(3.0887671630877072, hf);
Assert.AreEqual(0.30641361727662009, ccdf);
Assert.AreEqual(0.27, icdf, 1e-10);
Assert.AreEqual("B(x; α = 0.42, β = 1.57)", str);
Assert.IsFalse(Double.IsNaN(median));
var range1 = betaDistribution.GetRange(0.95);
var range2 = betaDistribution.GetRange(0.99);
var range3 = betaDistribution.GetRange(0.01);
Assert.AreEqual(0.00045925525776717733, range1.Min);
Assert.AreEqual(0.72381020663218609, range1.Max);
Assert.AreEqual(0.0000099485893745082635, range2.Min);
Assert.AreEqual(0.89625688707910811, range2.Max);
Assert.AreEqual(0.0000099485893745082432, range3.Min);
Assert.AreEqual(0.89625688707910811, range3.Max);
}
public void BetaMeanTest()
{
double alpha = 0.42;
double beta = 1.57;
BetaDistribution betaDistribution = new BetaDistribution(alpha, beta);
double mean = betaDistribution.Mean; // 0.21105527638190955
double median = betaDistribution.Median; // 0.11577706212908731
double var = betaDistribution.Variance; // 0.055689279830523512
double chf = betaDistribution.CumulativeHazardFunction(x: 0.27); // 1.1828193992944409
double cdf = betaDistribution.DistributionFunction(x: 0.27); // 0.69358638272337991
double pdf = betaDistribution.ProbabilityDensityFunction(x: 0.27); // 0.94644031936694828
double lpdf = betaDistribution.LogProbabilityDensityFunction(x: 0.27); // -0.055047364344046057
double hf = betaDistribution.HazardFunction(x: 0.27); // 3.0887671630877072
double ccdf = betaDistribution.ComplementaryDistributionFunction(x: 0.27); // 0.30641361727662009
double icdf = betaDistribution.InverseDistributionFunction(p: cdf); // 0.26999999068687469
string str = betaDistribution.ToString(System.Globalization.CultureInfo.InvariantCulture); // "B(x; α = 0.42, β = 1.57)
Assert.AreEqual(0.21105527638190955, mean);
Assert.AreEqual(0.11577706212908731, median);
Assert.AreEqual(0.055689279830523512, var);
Assert.AreEqual(1.1828193992944409, chf);
Assert.AreEqual(0.69358638272337991, cdf);
Assert.AreEqual(0.94644031936694828, pdf);
Assert.AreEqual(-0.055047364344046057, lpdf);
Assert.AreEqual(3.0887671630877072, hf);
Assert.AreEqual(0.30641361727662009, ccdf);
Assert.AreEqual(0.27, icdf, 1e-10);
Assert.AreEqual("B(x; α = 0.42, β = 1.57)", str);
}