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Beta distribution

This section contains functions for working with beta distribution. They allow to calculate density, probability, quantiles and to generate pseudo-random numbers distributed according to the corresponding law. The beta distribution is defined by the following formula:

pdf_beta_distribution

where:

  • x – value of the random variable
  • а – the first parameter of beta distribution
  • b – the second parameter of beta distribution

 

In addition to the calculation of the individual random variables, the library also implements the ability to work with arrays of random variables.

Function

Description

MathProbabilityDensityBeta

Calculates the probability density function of the beta distribution

MathCumulativeDistributionBeta

Calculates the value of the beta probability distribution function

MathQuantileBeta

Calculates the value of the inverse beta distribution function for the specified probability

MathRandomBeta

Generates a pseudorandom variable/array of pseudorandom variables distributed according to the beta distribution law

MathMomentsBeta

Calculates the theoretical numerical values of the first 4 moments of the beta distribution


Updated: 2017.01.10