Statistics[Distributions]
Beta
beta distribution
Calling Sequence
Parameters
Description
Examples
References
'Beta'(nu, omega)
BetaDistribution(nu, omega)
nu
-
first shape parameter
omega
second shape parameter
The beta distribution is a continuous probability distribution with probability density function given by:
f⁡t=0t<0t−1+ν⁢1−t−1+ωΒ⁡ν,ωt<10otherwise
subject to the following conditions:
0<ν,0<ω
The beta distribution is related to the independent Gamma variates Gamma(1,nu) and Gamma(1,omega) by the formula Beta(nu,omega) ~ Gamma(1,nu)/(Gamma(1,nu)+Gamma(1,omega)).
Note that the Beta(a, b) returns the value of the Beta function with parameters a and b, so in order to define a Beta random variable one should use the unevaluated name 'Beta'. In 2D math notation, the capital letter Β looks like a capital letter B, but the two are different in Maple.
with⁡Statistics:
The following is invalid.
RandomVariable⁡Β⁡1,2
Error, (in Statistics:-Distribution) invalid input: too many and/or wrong type of arguments passed to Statistics:-Distributions:-DataStructure:-NewDistribution; first unused argument is 1/2
Alternatives are:
_R
and
RandomVariable⁡BetaDistribution⁡1,2
_R0
X≔RandomVariable⁡Β⁡ν,ω:
PDF⁡X,u
0u<0u−1+ν⁢1−u−1+ωΒ⁡ν,ωu<10otherwise
PDF⁡X,0.5
0.5−1.+ν⁢0.5−1.+ωΒ⁡ν,ω
Mean⁡X
νν+ω
Variance⁡X
ν⁢ων+ω2⁢ν+ω+1
Evans, Merran; Hastings, Nicholas; and Peacock, Brian. Statistical Distributions. 3rd ed. Hoboken: Wiley, 2000.
Johnson, Norman L.; Kotz, Samuel; and Balakrishnan, N. Continuous Univariate Distributions. 2nd ed. 2 vols. Hoboken: Wiley, 1995.
Stuart, Alan, and Ord, Keith. Kendall's Advanced Theory of Statistics. 6th ed. London: Edward Arnold, 1998. Vol. 1: Distribution Theory.
See Also
Statistics
Statistics[RandomVariable]
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