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单词 Beta Distribution
释义

Beta Distribution

A general type of statistical Distribution which is related to the Gamma Distribution. Beta distributions havetwo free parameters, which are labeled according to one of two notational conventions. The usual definition calls these and , and the other uses and (Beyer 1987, p. 534). Theabove plots are for [solid], (1, 2) [dotted], and (2, 3) [dashed]. The probability function and Distribution Function are given by

 
 (1)
(2)

where is the Beta Function, is the Regularized Beta Function, and where , . The distribution is normalized since
(3)
 (4)

The Characteristic Function is
(5)

The Moments are given by
(6)

The Mean is
 
  
 (7)

and the Variance, Skewness, and Kurtosis are
(8)
(9)
 
   (10)

The Mode of a variate distributed as is
(11)


In ``normal'' form, the distribution is written

(12)

and the Mean, Variance, Skewness, and Kurtosis are
(13)
(14)
(15)
 
   (16)

See also Gamma Distribution


References

Abramowitz, M. and Stegun, C. A. (Eds.). Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables, 9th printing. New York: Dover, pp. 944-945, 1972.

Beyer, W. H. CRC Standard Mathematical Tables, 28th ed. Boca Raton, FL: CRC Press, pp. 534-535, 1987.


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