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Beta Distribution
  • 时间:2024-12-22

Statistics - Beta Distribution


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The beta distribution represents continuous probabipty distribution parametrized by two positive shape parameters, $ alpha $ and $ eta $, which appear as exponents of the random variable x and control the shape of the distribution.

Beta Distribution

Probabipty density function

Probabipty density function of Beta distribution is given as:

Formula

${ f(x) = frac{(x-a)^{alpha-1}(b-x)^{eta-1}}{B(alpha,eta) (b-a)^{alpha+eta-1}} hspace{.3in} a le x le b; alpha, eta > 0 \[7pt] , where B(alpha,eta) = int_{0}^{1} {t^{alpha-1}(1-t)^{eta-1}dt} }$

Where −

    ${ alpha, eta }$ = shape parameters.

    ${a, b}$ = upper and lower bounds.

    ${B(alpha,eta)}$ = Beta function.

Standard Beta Distribution

In case of having upper and lower bounds as 1 and 0, beta distribution is called the standard beta distribution. It is driven by following formula:

Formula

${ f(x) = frac{x^{alpha-1}(1-x)^{eta-1}}{B(alpha,eta)} hspace{.3in} le x le 1; alpha, eta > 0}$

Cumulative distribution function

Cumulative distribution function of Beta distribution is given as:

Formula

${ F(x) = I_{x}(alpha,eta) = frac{int_{0}^{x}{t^{alpha-1}(1-t)^{eta-1}dt}}{B(alpha,eta)} hspace{.2in} 0 le x le 1; p, eta > 0 }$

Where −

    ${ alpha, eta }$ = shape parameters.

    ${a, b}$ = upper and lower bounds.

    ${B(alpha,eta)}$ = Beta function.

It is also called incomplete beta function ratio.

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