distributions¶
Probability distributions useful in economics.
References¶
http://en.wikipedia.org/wiki/Beta-binomial_distribution
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class
quantecon.distributions.
BetaBinomial
(n, a, b)[source]¶ Bases:
object
The Beta-Binomial distribution
Parameters: - n : scalar(int)
First parameter to the Beta-binomial distribution
- a : scalar(float)
Second parameter to the Beta-binomial distribution
- b : scalar(float)
Third parameter to the Beta-binomial distribution
Attributes: - n, a, b : see Parameters
Methods
pdf
()Generate the vector of probabilities for the Beta-binomial (n, a, b) distribution. -
mean
¶
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pdf
()[source]¶ Generate the vector of probabilities for the Beta-binomial (n, a, b) distribution.
The Beta-binomial distribution takes the form
\[p(k \,|\, n, a, b) = {n \choose k} \frac{B(k + a, n - k + b)}{B(a, b)}, \qquad k = 0, \ldots, n,\]where \(B\) is the beta function.
Parameters: - n : scalar(int)
First parameter to the Beta-binomial distribution
- a : scalar(float)
Second parameter to the Beta-binomial distribution
- b : scalar(float)
Third parameter to the Beta-binomial distribution
Returns: - probs: array_like(float)
Vector of probabilities over k
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skew
¶ skewness
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std
¶ standard deviation
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var
¶ Variance