Example #1
0
 public void CanSample()
 {
     var n = new Beta(2.0, 3.0);
     var d = n.Sample();
 }
        /// <summary>
        /// Run example
        /// </summary>
        /// <a href="http://en.wikipedia.org/wiki/Beta_distribution">Beta distribution</a>
        public void Run()
        {
            // 1. Initialize the new instance of the Beta distribution class with parameters a = 5 and b = 1.
            var beta = new Beta(5, 1);
            Console.WriteLine(@"1. Initialize the new instance of the Beta distribution class with parameters a = {0} and b = {1}", beta.A, beta.B);
            Console.WriteLine();

            // 2. Distributuion properties:
            Console.WriteLine(@"2. {0} distributuion properties:", beta);

            // Cumulative distribution function
            Console.WriteLine(@"{0} - Сumulative distribution at location '0.3'", beta.CumulativeDistribution(0.3).ToString(" #0.00000;-#0.00000"));

            // Probability density
            Console.WriteLine(@"{0} - Probability density at location '0.3'", beta.Density(0.3).ToString(" #0.00000;-#0.00000"));

            // Log probability density
            Console.WriteLine(@"{0} - Log probability density at location '0.3'", beta.DensityLn(0.3).ToString(" #0.00000;-#0.00000"));

            // Entropy
            Console.WriteLine(@"{0} - Entropy", beta.Entropy.ToString(" #0.00000;-#0.00000"));

            // Largest element in the domain
            Console.WriteLine(@"{0} - Largest element in the domain", beta.Maximum.ToString(" #0.00000;-#0.00000"));

            // Smallest element in the domain
            Console.WriteLine(@"{0} - Smallest element in the domain", beta.Minimum.ToString(" #0.00000;-#0.00000"));

            // Mean
            Console.WriteLine(@"{0} - Mean", beta.Mean.ToString(" #0.00000;-#0.00000"));

            // Mode
            Console.WriteLine(@"{0} - Mode", beta.Mode.ToString(" #0.00000;-#0.00000"));

            // Variance
            Console.WriteLine(@"{0} - Variance", beta.Variance.ToString(" #0.00000;-#0.00000"));

            // Standard deviation
            Console.WriteLine(@"{0} - Standard deviation", beta.StdDev.ToString(" #0.00000;-#0.00000"));

            // Skewness
            Console.WriteLine(@"{0} - Skewness", beta.Skewness.ToString(" #0.00000;-#0.00000"));
            Console.WriteLine();

            // 3. Generate 10 samples of the Beta distribution
            Console.WriteLine(@"3. Generate 10 samples of the Beta distribution");
            for (var i = 0; i < 10; i++)
            {
                Console.Write(beta.Sample().ToString("N05") + @" ");
            }

            Console.WriteLine();
            Console.WriteLine();

            // 4. Generate 100000 samples of the Beta(5, 1) distribution and display histogram
            Console.WriteLine(@"4. Generate 100000 samples of the Beta(5, 1) distribution and display histogram");
            var data = new double[100000];
            for (var i = 0; i < data.Length; i++)
            {
                data[i] = beta.Sample();
            }

            ConsoleHelper.DisplayHistogram(data);
            Console.WriteLine();

            // 5. Generate 100000 samples of the Beta(2, 5) distribution and display histogram
            Console.WriteLine(@"5. Generate 100000 samples of the Beta(2, 5) distribution and display histogram");
            beta.A = 2;
            beta.B = 5;
            for (var i = 0; i < data.Length; i++)
            {
                data[i] = beta.Sample();
            }

            ConsoleHelper.DisplayHistogram(data);
            Console.WriteLine();

            // 6. Generate 100000 samples of the Beta distribution and display histogram
            Console.WriteLine(@"6. Generate 100000 samples of the Beta(0.5, 0.5) distribution and display histogram");
            beta.A = 0.5;
            beta.B = 0.5;
            for (var i = 0; i < data.Length; i++)
            {
                data[i] = beta.Sample();
            }

            ConsoleHelper.DisplayHistogram(data);
            Console.WriteLine();

            // 7. Generate 100000 samples of the Beta distribution and display histogram
            Console.WriteLine(@"7. Generate 100000 samples of the Beta(2, 2) distribution and display histogram");
            beta.A = 2;
            beta.B = 2;
            for (var i = 0; i < data.Length; i++)
            {
                data[i] = beta.Sample();
            }

            ConsoleHelper.DisplayHistogram(data);
        }