pBetaCorrBin function

Beta-Correlated Binomial Distribution

Beta-Correlated Binomial Distribution

These functions provide the ability for generating probability function values and cumulative probability function values for the Beta-Correlated Binomial Distribution.

pBetaCorrBin(x,n,cov,a,b)

Arguments

  • x: vector of binomial random variables.
  • n: single value for no of binomial trials.
  • cov: single value for covariance.
  • a: single value for alpha parameter
  • b: single value for beta parameter.

Returns

The output of pBetaCorrBin gives cumulative probability values in vector form.

Details

The probability function and cumulative function can be constructed and are denoted below

The cumulative probability function is the summation of probability function values.

x=0,1,2,3,...n x = 0,1,2,3,...n n=1,2,3,... n = 1,2,3,... <cov<+ -\infty < cov < +\infty 0<a,b 0< a,b 0<p<1 0 < p < 1 p=aa+b p=\frac{a}{a+b} Θ=1a+b \Theta=\frac{1}{a+b}

The Correlation is in between

2n(n1)min(p1p,1pp)correlation2p(1p)(n1)p(1p)+0.25fo \frac{-2}{n(n-1)} min(\frac{p}{1-p},\frac{1-p}{p}) \le correlation \le \frac{2p(1-p)}{(n-1)p(1-p)+0.25-fo}

where fo=min(x(n1)p0.5)2fo=min (x-(n-1)p-0.5)^2

The mean and the variance are denoted as

EBetaCorrBin[x]=np E_{BetaCorrBin}[x]= np VarBetaCorrBin[x]=np(1p)(nΘ+1)(1+Θ)1+n(n1)cov Var_{BetaCorrBin}[x]= np(1-p)(n\Theta+1)(1+\Theta)^{-1}+n(n-1)cov CorrBetaCorrBin[x]=covp(1p) Corr_{BetaCorrBin}[x]=\frac{cov}{p(1-p)}

NOTE : If input parameters are not in given domain conditions necessary error messages will be provided to go further.

Examples

#plotting the random variables and probability values col <- rainbow(5) a <- c(9.0,10,11,12,13) b <- c(8.0,8.1,8.2,8.3,8.4) plot(0,0,main="Beta-Correlated binomial probability function graph",xlab="Binomial random variable", ylab="Probability function values",xlim = c(0,10),ylim = c(0,0.5)) for (i in 1:5) { lines(0:10,dBetaCorrBin(0:10,10,0.001,a[i],b[i])$pdf,col = col[i],lwd=2.85) points(0:10,dBetaCorrBin(0:10,10,0.001,a[i],b[i])$pdf,col = col[i],pch=16) } dBetaCorrBin(0:10,10,0.001,10,13)$pdf #extracting the pdf values dBetaCorrBin(0:10,10,0.001,10,13)$mean #extracting the mean dBetaCorrBin(0:10,10,0.001,10,13)$var #extracting the variance dBetaCorrBin(0:10,10,0.001,10,13)$corr #extracting the correlation dBetaCorrBin(0:10,10,0.001,10,13)$mincorr #extracting the minimum correlation value dBetaCorrBin(0:10,10,0.001,10,13)$maxcorr #extracting the maximum correlation value #plotting the random variables and cumulative probability values col <- rainbow(5) a <- c(9.0,10,11,12,13) b <- c(8.0,8.1,8.2,8.3,8.4) plot(0,0,main="Beta-Correlated binomial probability function graph",xlab="Binomial random variable", ylab="Probability function values",xlim = c(0,10),ylim = c(0,1)) for (i in 1:5) { lines(0:10,pBetaCorrBin(0:10,10,0.001,a[i],b[i]),col = col[i],lwd=2.85) points(0:10,pBetaCorrBin(0:10,10,0.001,a[i],b[i]),col = col[i],pch=16) } pBetaCorrBin(0:10,10,0.001,10,13) #acquiring the cumulative probability values

References

\insertRef paul1985threefitODBOD