1 package nl.tudelft.simulation.jstats.distributions;
2
3 import org.djutils.exceptions.Throw;
4
5 import nl.tudelft.simulation.jstats.math.ProbMath;
6 import nl.tudelft.simulation.jstats.streams.StreamInterface;
7
8 /**
9 * The Beta distribution. For more information on this distribution see
10 * <a href="https://mathworld.wolfram.com/BetaDistribution.html"> https://mathworld.wolfram.com/BetaDistribution.html </a>
11 * <p>
12 * Copyright (c) 2002-2024 Delft University of Technology, Jaffalaan 5, 2628 BX Delft, the Netherlands. All rights reserved. See
13 * for project information <a href="https://simulation.tudelft.nl/" target="_blank"> https://simulation.tudelft.nl</a>. The DSOL
14 * project is distributed under a three-clause BSD-style license, which can be found at
15 * <a href="https://https://simulation.tudelft.nl/dsol/docs/latest/license.html" target="_blank">
16 * https://https://simulation.tudelft.nl/dsol/docs/latest/license.html</a>.
17 * </p>
18 * @author <a href="https://www.linkedin.com/in/peterhmjacobs">Peter Jacobs </a>
19 * @author <a href="https://www.tudelft.nl/averbraeck">Alexander Verbraeck</a>
20 */
21 public class DistBeta extends DistContinuous
22 {
23
24 /** */
25 private static final long serialVersionUID = 1L;
26
27 /** dist1 refers to the first Gamma distribution. */
28 private final DistGamma dist1;
29
30 /** dist2 refers to the second Gamma distribution. */
31 private final DistGamma dist2;
32
33 /** alpha1 is the first parameter for the Beta distribution. */
34 private final double alpha1;
35
36 /** alpha2 is the second parameter for the Beta distribution. */
37 private final double alpha2;
38
39 /**
40 * constructs a new beta distribution.
41 * @param stream StreamInterface; the stream.
42 * @param alpha1 double; the first shape parameter α<sub>1</sub> for the distribution
43 * @param alpha2 double; the second shape parameter α<sub>2</sub>for the distribution
44 * @throws IllegalArgumentException when alpha1 <= 0.0 or alpha2 <= 0.0
45 */
46 public DistBeta(final StreamInterface stream, final double alpha1, final double alpha2)
47 {
48 super(stream);
49 Throw.when(alpha1 <= 0.0 || alpha2 <= 0.0, IllegalArgumentException.class, "Error alpha1 <= 0.0 or alpha2 <= 0.0");
50 this.alpha1 = alpha1;
51 this.alpha2 = alpha2;
52 this.dist1 = new DistGamma(stream, this.alpha1, 1.0);
53 this.dist2 = new DistGamma(stream, this.alpha2, 1.0);
54 }
55
56 /** {@inheritDoc} */
57 @Override
58 public double draw()
59 {
60 // according to Law and Kelton, Simulation Modeling and Analysis, 1991, pages 492-493
61 double y1 = this.dist1.draw();
62 double y2 = this.dist2.draw();
63 return y1 / (y1 + y2);
64 }
65
66 /** {@inheritDoc} */
67 @Override
68 public double getProbabilityDensity(final double x)
69 {
70 if (x > 0 && x < 1)
71 {
72 return (Math.pow(x, this.alpha1 - 1) * Math.pow(1 - x, this.alpha2 - 1)) / ProbMath.beta(this.alpha1, this.alpha2);
73 }
74 return 0;
75 }
76
77 /**
78 * Return the first shape parameter α<sub>1</sub> for the distribution.
79 * @return double; the first shape parameter α<sub>1</sub> for the distribution
80 */
81 public double getAlpha1()
82 {
83 return this.alpha1;
84 }
85
86 /**
87 * Return the second shape parameter α<sub>2</sub>for the distribution.
88 * @return double; the second shape parameter α<sub>2</sub>for the distribution
89 */
90 public double getAlpha2()
91 {
92 return this.alpha2;
93 }
94
95 /** {@inheritDoc} */
96 @Override
97 public void setStream(final StreamInterface stream)
98 {
99 super.setStream(stream);
100 this.dist1.setStream(stream);
101 this.dist2.setStream(stream);
102 }
103
104 /** {@inheritDoc} */
105 @Override
106 public String toString()
107 {
108 return "Beta(" + this.alpha1 + "," + this.alpha2 + ")";
109 }
110 }