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) 2002-2025 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/dsol/manual/" target="_blank">DSOL Manual</a>. The DSOL
14 * project is distributed under a three-clause BSD-style license, which can be found at
15 * <a href="https://simulation.tudelft.nl/dsol/docs/latest/license.html" target="_blank">DSOL License</a>.
16 * </p>
17 * @author <a href="https://www.linkedin.com/in/peterhmjacobs">Peter Jacobs </a>
18 * @author <a href="https://github.com/averbraeck">Alexander Verbraeck</a>
19 */
20 public class DistBeta extends DistContinuous
21 {
22
23 /** */
24 private static final long serialVersionUID = 1L;
25
26 /** dist1 refers to the first Gamma distribution. */
27 private final DistGamma dist1;
28
29 /** dist2 refers to the second Gamma distribution. */
30 private final DistGamma dist2;
31
32 /** alpha1 is the first parameter for the Beta distribution. */
33 private final double alpha1;
34
35 /** alpha2 is the second parameter for the Beta distribution. */
36 private final double alpha2;
37
38 /**
39 * constructs a new beta distribution.
40 * @param stream StreamInterface; the stream.
41 * @param alpha1 double; the first shape parameter α<sub>1</sub> for the distribution
42 * @param alpha2 double; the second shape parameter α<sub>2</sub>for the distribution
43 * @throws IllegalArgumentException when alpha1 <= 0.0 or alpha2 <= 0.0
44 */
45 public DistBeta(final StreamInterface stream, final double alpha1, final double alpha2)
46 {
47 super(stream);
48 Throw.when(alpha1 <= 0.0 || alpha2 <= 0.0, IllegalArgumentException.class, "Error alpha1 <= 0.0 or alpha2 <= 0.0");
49 this.alpha1 = alpha1;
50 this.alpha2 = alpha2;
51 this.dist1 = new DistGamma(stream, this.alpha1, 1.0);
52 this.dist2 = new DistGamma(stream, this.alpha2, 1.0);
53 }
54
55 @Override
56 public double draw()
57 {
58 // according to Law and Kelton, Simulation Modeling and Analysis, 1991, pages 492-493
59 double y1 = this.dist1.draw();
60 double y2 = this.dist2.draw();
61 return y1 / (y1 + y2);
62 }
63
64 @Override
65 public double getProbabilityDensity(final double x)
66 {
67 if (x > 0 && x < 1)
68 {
69 return (Math.pow(x, this.alpha1 - 1) * Math.pow(1 - x, this.alpha2 - 1)) / ProbMath.beta(this.alpha1, this.alpha2);
70 }
71 return 0;
72 }
73
74 /**
75 * Return the first shape parameter α<sub>1</sub> for the distribution.
76 * @return double; the first shape parameter α<sub>1</sub> for the distribution
77 */
78 public double getAlpha1()
79 {
80 return this.alpha1;
81 }
82
83 /**
84 * Return the second shape parameter α<sub>2</sub>for the distribution.
85 * @return double; the second shape parameter α<sub>2</sub>for the distribution
86 */
87 public double getAlpha2()
88 {
89 return this.alpha2;
90 }
91
92 @Override
93 public void setStream(final StreamInterface stream)
94 {
95 super.setStream(stream);
96 this.dist1.setStream(stream);
97 this.dist2.setStream(stream);
98 }
99
100 @Override
101 public String toString()
102 {
103 return "Beta(" + this.alpha1 + "," + this.alpha2 + ")";
104 }
105 }