Beta Distribution: Beta Distribution (The Horizontal Scale Is Determined by The Parametric Values)

Beta Distribution
Basic References: Clculo de probabilidades y Estadstica. H. Fernndez-Abascal et al. (Ed. Ariel, Barcelona (SPAIN), 1994). Distributions in S
Wiley y Houghton M. Co., 1992, 1994, 1997). Copyright 2001 J.L. Rojo
0
2
0.5
2
0.40
0.18
0.43
Error
0.24
1.247
0.818
Quantiles
qr
The parameters A, B, p and

q can be changed with p>0,
q>0, A<B
Right Skewed
Steep
Distribution function
r
x
F(x)
0.1
0.01
1
0.88388
0.25
0.06
2
1.00000
0.5
0.24
3
1.00000
0.75
0.62
4
1.00000
0.9
1.06
5
1.00000
(Enter other x-values or r-percentages)
Beta Distribution
(The horizontal scale is determined by
4
Prob. density
A=
B=
p=
q=
E[X]=
Var(X)=
Std. Dev.=
Mode=
Med(X)=
Fisher 1=
Fisher =
3.5
2.5
1.5
0.5
The beta distribution (in short (A,B,p,q) (p>0,q>0)), has a

probability density f(x)= (p,q)-1(x-A)p-1(B-x)q-1/(B-A)p+q-1 ,
A<x<B, (p,q)= (p) (q)/ (p+q) being the beta function. If
A=0 and B=1 the standard form of the beta distribution is
obtained, (0,1,p,q) or (p,q) (note that the same notation is
used for the beta function and standard beta distribution).
The probability function equals f(y)= (p,q)-1 xp-1 (1-x)q-1 ,
0<x<1. If X~ (A,B,p,q) and Y~b(p,q), then X=A+(B-A)Y. The
last transformation together with the moments for Y (E[Y]=p/
(p+q), Var(Y)=pq(p+q)-2(p+q+1)-1) make it easy to derive of
the moments for X. If p>1 and q>1, then MoX=[(p-1)B+(q1)A]/(p+q-2). The median of the distribution does not have an
explicit expression, and is computed by using
approximations.
The Beta distribution is frequently used in connection with
random percentages. In particular, the Bayesian theory uses
standard beta distributions to model prior distributions for the
probability of a certain outcome. The skewness and the
(excess of) kurtosis coefficients are 1=[2(q-p)(p-1+q-1+(pq)1 0.5
) ]/(p+q+2) and 2=3(p+q+1)[2(p+q)2+pq(p+q-6)]/
[pq(p+q+2)(p+q+3)]-3 respectively.
0
0
Prob. density
Distrib
(SPAIN), 1994). Distributions in Statistics. N.L. Johnson et al. (Vol. 1-4). (Ed. J.
ight 2001 J.L. Rojo
Beta Distribution
scale is determined by the parametric values)
1.2
0.8
0.6
0.4
0.2
0
1
Prob. density
ln((p))= 0.5723649429
ln((q))=
0
ln((p+q))= 0.2846828705
(p,q)= 1.3333333333
1
1
1
1
1
0
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
0
0.02
0.04
0.06
0.08
0.1
0.12
0.14
0.16
0.18
0.2
0.22
0.24
0.26
0.28
0.3
0.32
0.34
0.36
0.38
0.4
0.42
0.44
0.46
0.48
0.5
0.52
0.54
0.56
0.58
0.6
0.62
0.64
0.66
0.68
0.7
0.72
0.74
0.76
0.78
0.8
0.82
0.84
0.86
0.88
0.9
0.92
0.94
0.96
0.98
1
0
3.7125
2.59861742
2.1001116
1.8
1.59319843
1.43907522
1.3181511
1.2197592
1.1375
1.06726871
1.00629411
0.95262794
0.9048547
0.86191751
0.82300896
0.7875
0.75489213
0.72478445
0.69685029
0.67082039
0.6464705
0.6236121
0.60208537
0.58175381
0.5625
0.54422228
0.52683212
0.51025204
0.49441384
0.47925724
0.46472872
0.45078057
0.43737011
0.424459
0.4120127
0.4
0.38839261
0.3771648
0.36629315
0.35575624
0.34553445
0.33560979
0.32596569
0.31658691
0.30745935
0.29856996
0.28990667
0.28145826
0.27321429
0.26516504
0
0.1495
0.21071782
0.25720954
0.296
0.32982003
0.36007499
0.38760257
0.41295036
0.4365
0.45853026
0.47925228
0.49883063
0.51739661
0.53505701
0.55190013
0.568
0.58341945
0.59821234
0.6124253
0.62609903
0.63926931
0.65196779
0.66422267
0.67605917
0.6875
0.69856567
0.70927481
0.71964436
0.72968983
0.73942545
0.74886431
0.75801847
0.76689911
0.7755166
0.78388057
0.792
0.79988327
0.80753823
0.81497224
0.82219219
0.82920459
0.83601555
0.84263085
0.84905595
0.855296
0.86135591
0.86724031
0.87295361
0.8785
0.88388348
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
1.02
1.04
1.06
1.08
1.1
1.12
1.14
1.16
1.18
1.2
1.22
1.24
1.26
1.28
1.3
1.32
1.34
1.36
1.38
1.4
1.42
1.44
1.46
1.48
1.5
1.52
1.54
1.56
1.58
1.6
1.62
1.64
1.66
1.68
1.7
1.72
1.74
1.76
1.78
1.8
1.82
1.84
1.86
1.88
1.9
1.92
1.94
1.96
1.98
2
0.25730147
0.24961509
0.24209799
0.23474277
0.22754245
0.22049052
0.21358084
0.20680763
0.20016545
0.19364917
0.18725394
0.18097518
0.17480857
0.16875
0.16279559
0.15694165
0.15118469
0.14552138
0.13994855
0.13446322
0.12906251
0.12374369
0.11850416
0.11334145
0.10825318
0.10323708
0.098291
0.09341286
0.08860067
0.08385255
0.07916667
0.07454128
0.06997472
0.06546537
0.06101169
0.05661221
0.05226549
0.04797016
0.04372491
0.03952847
0.03537961
0.03127716
0.02721998
0.02320698
0.01923709
0.01530931
0.01142264
0.00757614
0.00376889
0
0.88910784
0.89417672
0.89909357
0.90386172
0.90848431
0.9129644
0.91730488
0.92150855
0.92557806
0.929516
0.93332484
0.93700694
0.94056459
0.944
0.94731529
0.95051249
0.9535936
0.95656051
0.95941506
0.96215903
0.96479415
0.96732208
0.96974443
0.97206276
0.97427858
0.97639336
0.97840853
0.98032546
0.98214548
0.98386991
0.9855
0.98703698
0.98848204
0.98983635
0.99110103
0.99227718
0.99336587
0.99436814
0.99528501
0.99611746
0.99686647
0.99753296
0.99811785
0.99862205
0.99904642
0.99939182
0.99965907
0.99984899
0.99996237
1

Beta Distribution: Beta Distribution (The Horizontal Scale Is Determined by The Parametric Values)

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Beta Distribution

The parameters A, B, p and

The beta distribution (in short (A,B,p,q) (p>0,q>0)), has a

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