This repository was archived by the owner on Nov 19, 2020. It is now read-only.
This repository was archived by the owner on Nov 19, 2020. It is now read-only.
GeneralizedBetaDistribution.ProbabilityDensityFunction does not have an area of 1 #630
Description
The PDF should have an area of 1 by definition. The current implementation has an area of Support.Length. The fix is as simple as changing this line:
return constant * Math.Pow(z, alpha - 1) * Math.Pow(1 - z, beta - 1);
for this line:
return constant * Math.Pow(z, alpha - 1) * Math.Pow(1 - z, beta - 1) / Support.Length;
Edit: check also GeneralizedBetaDistribution.LogProbabilityDensityFunction