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Julia implementation of the Generalized Beta1 distribution - a four-parameter extension of the standard Beta distribution

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mattiasvillani/GeneralizedBeta1Distribution.jl

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GeneralizedBeta1Distribution

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Description

Julia implementation of the Generalized Beta1 distribution (GB1).
If Y ~ Beta(α,β) then X = δ*Y^(1/γ) follows X ~ GeneralizedBeta1(α,β,γ,δ).
The implementation follows the Distributions.jl interface.

Installation

Install from the Julia package manager (via Github) by typing ] in the Julia REPL:

] add [email protected]:mattiasvillani/GeneralizedBeta1Distribution.jl.git

Example

using GeneralizedBeta1Distribution
d = GeneralizedBeta1(1/2, 1/2, 2, 1)
mean(d)    
rand(d, 10)                                 # 10 random draws
pdf(d, 0.5)                                 # pdf at 0.5
cdf(d, 0.5)                                 # cdf at 0.5

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Julia implementation of the Generalized Beta1 distribution - a four-parameter extension of the standard Beta distribution

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