The beta distribution is used in beta regression, which can be very useful when the dependent variable has a floor or ceiling effect or is bounded.
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1answer
32 views
Working out probability with alpha and beta
Working out probability with alpha and beta?
Let's say in an experiment, the Null hypothesis is patients having Condition A. Alpha (type I error) is 0.05 and beta (type II error) is 0.15.
If i have ...
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0answers
24 views
How to interpret results of GLM with a beta distribution in R?
I'm currently working on a project where my model is a GLM with a beta distribution. The dependent variable is bimodal. I've done this before, in Stata, but I'm having some difficulty interpreting ...
0
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1answer
44 views
Calculating Kurtosis with Beta distribution in R
I am working on an assignment question in R. The problem I am having is to calculate the Kurtosis using Beta distribution.
So far I am able to get the kurtosis value of ...
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1answer
29 views
How can I tell if modelling/testing with Binomial/Beta is correct?
My standard disclaimer: I'm a programmer, not a stats guy, mostly wanting to understand statistical tests for optimizing web apps.
Let's say I want to measure monetization rate of users. "How many ...
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0answers
28 views
How to - meta-analysis and forest plots using Beta correlation coefficients
Does anyone knows how to meta-analyse and create forest plots using beta-correlation coefficients?
3
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2answers
107 views
Update rule for beta distribution with fixed K/confidence/sample size
Normally you have a beta distribution with shape parameters $a$ and $b$.
The mean of this distribution is $a / (a + b)$ and the sample size, or the confidence (or K) is $a + b$.
Now, if you do some ...
2
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1answer
29 views
Analytical approximation of probability of one beta-distributed var being greater than another?
The answer to What is the probability P(X > Y) given X ~ Be(a1, b1), and Y ~ Be(a2, b2), and X and Y are independent? provides an analytical solution for this, but is there a less computationally ...
2
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1answer
91 views
Calculate the probability that the difference between two populations is >= d
I'm a programmer, not a mathematician.
I have tried to use real math terms and notation here, but I may be misusing them.
I am doing split-testing, and I want a test to compare different ...
0
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0answers
61 views
Draw conditioned beta distributed random variables
I am trying to draw a beta distributed random variable (recovery rate), conditioned on another beta distributed random variable (default rate).
I have shape parameters $(\alpha= 0.6, \beta = 55.5)$ ...
0
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1answer
45 views
Is a larger beta weight a better predictor than a high t-statistic?
Say there are two variables. Variable A has a higher beta weight than Variable B but variable V has a higher t-statistic than variable A. Can either of these measurements, standardized beta or ...
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0answers
23 views
Is it possible to find out how unlikely a given Beta(alpha,beta) – Beta(alpha’,beta’) is?
X_i -> the distance between two nodes in a graph.
X_i ~ NB(r,p) where p ~ Beta(alpha, beta).
After the posterior hyperparameters are obtained,
Beta(alpha,beta) – Beta(alpha’,beta’) could be found ...
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1answer
139 views
Dealing with regression of unusually bounded response variable
I am attempting to model a response variable that is theoretically bounded between -225 and +225. The variable is the total score that subjects got when playing a game. Although theoretically it is ...
5
votes
4answers
321 views
Beta regression of proportion data including 1 and 0
I am trying to produce a model for which I have a response variable which is a proportion between 0 and 1, this includes quite a few 0s and 1s but also many values in between. I am thinking about ...
36
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4answers
2k views
What is intuition behind beta distribution?
Disclaimer: I'm not statistician but rather software engineer. Most of my knowledge in statistics comes from self-education, thus I still have many gaps in understanding concepts that may seem trivial ...
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1answer
68 views
1
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1answer
101 views
Bayesian updating - which distribution to use
I'd like to use Bayesian updating to form price expectations to be used in another model. I'm very new to this area, so your help would be highly appreciated.
I'm not sure which distribution to use ...
0
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1answer
462 views
Maximum likelihood estimation for a beta distribution in R [closed]
I am trying to estimate the 2 parameters of a beta distribution by maximum likelihood method in R with the below code, but I keep getting an error while I am declaring the beta function in the code ...
1
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1answer
66 views
Variance of compound distributions
I am stuck at solving analytically the variance (or standard deviation) of a combination of poisson distribution and Beta-Distribution (or more exactly, PERT distribution). The background is that for ...
1
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1answer
100 views
Is such transformed beta a known distribution?
I have a distribution $Y \sim 1/(1-Beta(\alpha,\beta))$.
I would like to understand its properties.
I was able to write down its density function, but I was not able to integrate it to get its mean, ...
2
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2answers
253 views
How can I model a proportion with BUGS/JAGS/STAN?
I am trying to build a model where the response is a proportion (it is actually the share of votes a party gets in constituencies). Its distribution is not normal, so I decided to model it with a beta ...
1
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0answers
158 views
Z-scores and normalization in previously transformed data sets
I have two sets of data. The first is multivariate linear regression data consisting of betas and standard errors. It was log(e) transformed before the linear regression model was applied.
The ...
2
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0answers
155 views
What do I do if my predicted values are out of the dependent variable range?
I have built a beta regression model with log link for predicting adherence. My dependent variable's range is 0 to 1.When I used a test set to calculate the predicted values with the parameter ...
5
votes
1answer
300 views
Beta distribution from mean and quantile
Suppose I'm given the mean and one quantile (e.g. the 20% quantile) of a random variable $x$, and I want to find the parameters $\alpha$ and $\beta$ of a Beta distribution that has the same mean and ...
5
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1answer
313 views
Is it possible to interpret standardized beta coefficients for quantile regression?
Is it possible to interpret coefficients from a quantile regression on standardized data?
Suppose I standardize the dependent variable $y$ and the independent variable $x$ (subtract the mean and ...
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0answers
32 views
Iteration of the alpha parameter in a beta yields a beta?
I'd like to know whether starting from a Beta distribution and iterating it in the way described below, I will get a stationary (Beta) distribution again.
More specifically this is the problem I am ...
5
votes
1answer
63 views
If $Y \sim geometric(P)$ and $P \sim \mathcal B(2, 1)$ how to compute $E(Y)$ and marginal pmf of $Y$?
$$Y \sim Geometric(P)\\
P \sim \mathcal B(2, 1)$$
I'm trying to compute $E[Y]$ without finding marginal distribution of $Y$. I need some hints here. I also need to find the pmf of $Y$. My approach ...
0
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0answers
151 views
Calculating Laplace–Stieltjes transform for general distributions
I am investigating exact and approximation methods to compute a Laplace–Stieltjes transform of various distributions. I know that it is easy for an exponential distribution, but I am confused for a ...
5
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4answers
2k views
Real-life examples of common distributions
I am a grad student developing an interest for statistics. I like the material over-all, but I sometimes have a hard time thinking about applications to real life. Specifically, my question is about ...
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0answers
302 views
Estimating the parameters of a beta distribution with zeroes and ones in the sample
I have a list of values in [0,1] that I want to fit to a Beta distribution in order to get the corresponding alpha parameter.
I can't use a beta fitting function because my values might be 0's and ...
2
votes
1answer
156 views
If $X \sim \mathrm{Gamma}(\alpha,1)$ and $Y \sim \mathrm{Gamma}(\beta,1)$, is $X/(X+Y) \sim \mathrm{Beta}(\alpha,\beta)$?
According to Wikipedia :
$\mathrm{Beta}(\alpha,\beta) = \mathrm{Gamma}(\alpha,\theta) / (\mathrm{Gamma}(\alpha,\theta) + \mathrm{Gamma}(\beta,\theta))$
However, when I try to simulate this in R ...
1
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2answers
1k views
Factor analysis and regression
I have a question about how to interpret a regression analysis I did following a factor analysis.
I did prinicipal axis factoring (direct oblimin)
I got a 3 factor solution. The three factors were ...
1
vote
1answer
63 views
Variation on binomial experiment
Consider drawing stones from an urn with replacement.
Suppose the urn contains a large number of stones, and each stone has a color, and the set of possible colors is large.
Suppose $N$ stones are ...
7
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3answers
600 views
Regression for an outcome (ratio) between 0 and 1
I am thinking of building a model predicting a ratio a/b, where a <= b, a > 0, b > 0. So, the ratio would be between 0 and 1. For independent variables, I have a continuous one and several 0/1 ...
2
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1answer
1k views
Does my data come from a gamma or beta distribution?
I have data and I want to assertain whether it is beta or gamma distribution.
Once I know what the distribution is, how do I find out what the parameters are?
btw I am a complete novice
3
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1answer
2k views
What does $\beta$ tell us in linear regression analysis?
I came across this note from a book -
"..the correlation between the active and passive portfolios is greater when
the $\beta$ of the active portfolio is higher.."
The author runs regression of ...
3
votes
1answer
422 views
What is the probability P(X > Y) given X ~ Be(a1, b1), and Y ~ Be(a2, b2), and X and Y are independent?
Given two independent variables with Beta distribution, $X \sim \text{Be}(a_1, b_1)$ and $Y \sim \text{Be}(a_2, b_2)$, how do you find the probability that the value of X is greater than the value of ...
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3answers
461 views
Deriving posterior of Beta distribution
You test a classifier on a test set consisting of 10 iid items. The classifier makes 2 mistakes. Assume the true error rate is $x$.
Let the prior be $ x \sim Beta(\alpha, \beta)$. Derive the ...
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votes
1answer
245 views
Small Beta weight equals small structural coefficient
I have two predictors (X1 and X2) with large Beta's and large predictor-independent variable correlations (say it is like rs). In addition, I have another variable (X3; Beta=0.17; rs=0.18) which was ...
1
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1answer
307 views
Converting Bs parameter estimates into Betas
I have unstandadized B coeff.s in my parameter estimates for ANOVA. How can I use Beta=B(SDx/SDy) to convert them into standardized B's (Beta's).
Why doesn't SPSS do this for me, like it does in ...
1
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0answers
142 views
Multi-level beta regression package for R?
I want to run multi-level beta regression with two levels (years nested within geographic pixels). I know about betareg, but as far as I know it doesn't have a multi-level option.
Thanks.
3
votes
1answer
145 views
What is the distribution of $Y$ given that $Y\sim F(\nu_1, \nu_2)\times 2$?
Background
I have a variable $X\sim Beta(2,1)$ and another variable $Y=\frac{X}{1-X}$
wikipedia states:
If $X \sim \operatorname{Beta}(n/2,m/2)$ then $ \frac{m X}{n\left(1-X\right)} \sim ...
4
votes
2answers
339 views
Looking for estimates for my data using cumulative beta distribution
I'm trying to find the estimates for $alpha$ and $beta$ of the beta distribution (red curve) that will fit the black curve (empirical) better.
I have a function that finds "non-parametric" inverse ...
1
vote
2answers
488 views
When using the beta distribution as a prior distribution for binomial, why won't the distribution results match with the calculated probability?
Let's say I have 1 success in 4 bernoulli trials, and I wish to plot the distribution of the parameter $p$ of the corresponding binomial distribution. I'm using R.
The probability of seeing 1 sucess ...
2
votes
2answers
223 views
Which is a good tool to compute parameters for a beta-distribution?
I have a β-distribution(which looks like a normal distribution), for which I want to calculate the values of α and β using maximum likelihood estimation method. I am new to statistics, so would like ...
2
votes
2answers
118 views
What if I know for sure that my target variable is not normally but Beta distributed?
As stated in the question, what sort of modeling technique would be most appropriate?
Thanks
7
votes
4answers
6k views
Calculating the parameters of a Beta distribution using the mean and variance
How can I calculate the $\alpha$ and $\beta$ parameters for a Beta distribution if I know the mean and variance that I want the distribution to have? Examples of an R command to do this would be most ...
1
vote
1answer
496 views
Summing normal instead of beta distributions, consequences for the density function of the sum?
Background:
I've modeled a project effort prediction as a Google Spreadsheet template. Details of the Model: http://sites.google.com/site/effortprediction/methodology
.Google Spreadsheet does not ...
8
votes
4answers
2k views
Relationship between Binomial and Beta distributions
I'm more of a programmer than a statistician, so I hope this question isn't too naive.
It happens in sampling program executions at random times. If I take N=10 random-time samples of the program's ...
4
votes
1answer
719 views
Product of beta distributions
I am looking at trigger efficiencies, meaning that I have some device that fires on $k$ out of $n$ events. In the end I am interested in some estimate of the efficiency $\epsilon$ which is the ...
8
votes
3answers
1k views
How can I (numerically) approximate values for a beta distribution with large alpha & beta
Is there a numerically stable way to calculate values of a beta distribution for large integer alpha, beta (e.g. alpha,beta > 1000000)?
Actually, I only need a 99% confidence interval around the ...
