Beta Distribution

Basic References: Clculo de probabilidades y Estadstica . H. Fernndez-Abascal et al. (Ed. Ariel, Barcelona (SPAIN), 1994). Distributions in Statistics
Wiley y Houghton M. Co., 1992, 1994, 1997). Copyright 2001 J.L. Rojo

The beta distribution (in short b ( A,B,p,q ) (p>0 , q>0 )), has a
probability density f(x)= b (p,q) -1 (x-A) p-1 (B-x) q-1 /(B-A) p+q-1
, A<x<B , b (p,q)= G (p) G (q)/ G (p+q) being the beta
function. If A=0 and B=1 the standard form of the beta
distribution is obtained, b ( 0,1,p,q ) or b ( p,q ) (note that the
same notation is used for the beta function and standard beta
distribution). The probability function equals f(y)= b (p,q) -1 x p1
(1-x) q-1 , 0<x<1 . If X~ b ( 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 Mo X =[(p-1)B+(q-1)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
-1
-1
(excess of) kurtosis coefficients are g1=[2(q-p)(p +q +(pq)
) ]/(p+q+2) and g2=3(p+q+1)[2(p+q) +pq(p+q6)]/[pq(p+q+2)(p+q+3)]-3 respectively.
1 0.5

Beta Distribution

(The horizontal scale is determined by the parametric v

4
3.5
3

Prob. density

A=
0
The parameters A, B, p and
B=
2
q can be changed with p>0 ,
p=
0.5
q>0, A<B
q=
2
E[X]=
0.40
Var(X)=
0.18
Std. Dev.=
0.43
Mode=
Error
Med(X)=
0.24
Fisher g1=
1.247
Right Skewed
Fisher g2=
0.818
Steep
Quantiles
Distribution function
qr
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)

2.5
2
1.5
1
0.5
0
0

Prob. density

bution

Barcelona (SPAIN), 1994). Distributions in Statistics . N.L. Johnson et al. (Vol. 1-4). (Ed. J.
997). Copyright 2001 J.L. Rojo

Beta Distribution

e horizontal scale is determined by the parametric values)

1.2

0.8

0.6

0.4

0.2

0
2

Prob. density

Distribution function

Distribution function

ln(G(p))=
ln(G(q))=
ln(G(p+q))=
b(p,q)=
1
1
1
1
1

0.572364943
0
0.28468287
1.333333333

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
51

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
1.02

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
0.25730147

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
0.88910784

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

1.04
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

0.24961509
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

0.89417672
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