public void BetaMLEFitTest1()
{
double[] x = samples;
{
var target = GeneralizedBetaDistribution.Standard(1, 1);
var options = new BetaOptions()
{
Method = BetaEstimationMethod.Moments
};
target.Fit(x, options);
Assert.AreEqual(1, target.Alpha, 0.04);
Assert.AreEqual(3, target.Beta, 0.5);
}
{
var target = GeneralizedBetaDistribution.Standard(0, 1);
var options = new BetaOptions()
{
Method = BetaEstimationMethod.MaximumLikelihood
};
target.Fit(x, options);
Assert.AreEqual(1, target.Alpha, 0.04);
Assert.AreEqual(3, target.Beta, 0.55);
}
}
public void BetaFitTest1()
{
double[] x = { 0.1, 0.5, 0.3, 0.8, 0.6, 0.7, 0.9, 0.9, 0.9, 0.9 };
var target = GeneralizedBetaDistribution.Standard(0, 1);
target.Fit(x);
Assert.AreEqual(1.1810718232044195, target.Alpha, 1e-10);
Assert.AreEqual(0.60843093922651903, target.Beta, 1e-10);
}
public void BetaMLEFit_IntWeights()
{
double[] x = { 1.0, 0.1, 0.5, 0.3, 0.5, 0.8, 0.6, 0.7, 0.9, 0.9, 0.9 };
int[] w = { 0, 1, 1, 1, 0, 1, 1, 1, 1, 1, 2 };
var target = GeneralizedBetaDistribution.Standard(0, 1);
var options = new BetaOptions()
{
Method = BetaEstimationMethod.MaximumLikelihood
};
target.Fit(x, w, options);
Assert.AreEqual(1.1810718232044195, target.Alpha);
Assert.AreEqual(0.60843093922651903, target.Beta, 1e-10);
}
public void BetaMeanTest2()
{
int trials = 161750;
int successes = 10007;
var betaDistribution = GeneralizedBetaDistribution.Standard(successes, trials);
double mean = betaDistribution.Mean; // 0.06187249616697166
double median = betaDistribution.Median; // 0.06187069085946604
double p025 = betaDistribution.InverseDistributionFunction(p: 0.025); // 0.06070354581334864
double p975 = betaDistribution.InverseDistributionFunction(p: 0.975); // 0.0630517079399996
string str = betaDistribution.ToString();
Assert.AreEqual(0.06187249616697166, mean);
Assert.AreEqual(0.06187069085946604, median, 1e-6);
Assert.AreEqual(0.06070354581334864, p025, 1e-6);
Assert.AreEqual(0.0630517079399996, p975, 1e-6);
Assert.AreEqual("B(x; α = 10008, β = 151744, min = 0, max = 1)", str);
}
public void BetaMeanTest3()
{
int trials = 100;
int successes = 78;
var betaDistribution = GeneralizedBetaDistribution.Standard(successes, trials);
double mean = betaDistribution.Mean; // 0.77450980392156865
double median = betaDistribution.Median; // 0.77630912598534851
double p025 = betaDistribution.InverseDistributionFunction(p: 0.025); // 0.68899653915764347
double p975 = betaDistribution.InverseDistributionFunction(p: 0.975); // 0.84983461640764513
double orig025 = betaDistribution.DistributionFunction(p025);
double orig975 = betaDistribution.DistributionFunction(p975);
Assert.AreEqual(0.025, orig025, 1e-8);
Assert.AreEqual(0.975, orig975, 1e-8);
Assert.AreEqual(0.77450980392156865, mean, 1e-9);
Assert.AreEqual(0.7763091275412235, median, 1e-9);
Assert.AreEqual(0.68899667463246894, p025, 1e-6);
Assert.AreEqual(0.84983461640764513, p975, 1e-6);
}
