Darwin Help

Back to Index

Beta_Rand

Function Beta_Rand - Generate random Beta distributed reals

Calling Sequence  Rand(Beta(a,b))
Parameters
NameTypeDescription

a nonnegative 
b nonnegative 
Return Type  nonnegative
Synopsis This function returns a random Beta distributed number with average a/(a+b) and variance a*b/((a+b)^2*(a+b+1)). When a and be are integers, the Beta distribution corresponds to the distribution of the a-th ordered random number (U(0,1)) out of a+b-1 numbers. Also, if X1 and X2 are Chi-square distributed numbers with parameters nu1 and nu2, X1/(X1+X2) is Beta(nu1,nu2) distributed. Beta_Rand uses Rand() which can be seeded by either the function SetRand or SetRandSeed.
References Handbook of Mathematical functions, Abramowitz and Stegun, 26.5
Examples
> Rand(Beta(3,4));
0.5276
> Rand(Beta(2,100));
0.01412987
See also Binomial_Rand,   ChiSquare_Rand,   CreateRandSeq,   Cumulative,   Exponential_Rand,   FDist_Rand,   GammaDist_Rand,   Geometric_Rand,   Graph_Rand,   Multinomial_Rand,   Normal_Rand,   Poisson_Rand,   SetRand,   SetRandSeed,   Shuffle,   StatTest,   Std_Score,   Student_Rand,   Zscore