User Tools

Site Tools


beta_distribution

Differences

This shows you the differences between two versions of the page.

Link to this comparison view

Both sides previous revision Previous revision
Next revision
Previous revision
Last revision Both sides next revision
beta_distribution [2023/01/19 15:43]
daria
beta_distribution [2023/01/20 12:32]
daria
Line 3: Line 3:
 In probability theory and statistics, the Beta distribution is a family of continuous probability distributions defined on the interval [0,1] parametrized by two non-negative shape parameters, typically denoted by //alpha// and //beta//. In probability theory and statistics, the Beta distribution is a family of continuous probability distributions defined on the interval [0,1] parametrized by two non-negative shape parameters, typically denoted by //alpha// and //beta//.
  
-f(x,alpha,beta) =  // x^(alpha-1)*(1-x)^(beta-1)/B(alpha,beta)//+f(x,alpha,beta) =  // (x^(alpha-1)*(1-x)^(beta-1))/Beta(alpha,beta)// 
 +  
 +where  
 +//Beta// (The beta function), is a normalization constant to ensure that the total probability is 1 and has the formula 
  
-where   beta(z,w) = integral from 0 to 1 of t^(z-1)//(1-t)^(w-1) dt.//+Beta(alpha,beta) = //integral from 0 to 1 of t^(alpha-1)*(1-t)^(beta-1) dt.//
  
-support 0 <= x <= 1 
  
 ^Parameter^Description               ^Default value^Restriction^ ^Parameter^Description               ^Default value^Restriction^
-|       |The first shape parameter |2.0          |A>0        | +|alpha        |The first shape parameter |2.0          |alpha>0        | 
-|B        |The second shape parameter|2.0          |B>0        |+|beta         |The second shape parameter|2.0          |beta>0         |
  
  
beta_distribution.txt · Last modified: 2023/01/23 10:57 by daria