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eric_kernfeld
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In plain English:

  • The Beta distribution family is a familyset of continuous probability distributions.
  • It describes random variables that can take values anywhere between 0 and 1.
  • One example of a beta distribution is the uniform distribution on [0, 1].
  • Beta distributions areA beta distribution has density proportional to $x^{a-1}(1-x)^{b-1}$ where $a$ and $b$ are parameters. Setting $a=b=1$ yields a uniform, since the density is constant.
  • Like all PDF's, these ones must have a total probability of 1. To get this to work, you have to divide $x^{a-1}(1-x)^{b-1}$ by its own integral between 0 and 1. This integral, seen as a function of $a, b$, has a name because it has other uses in mathematics. It is called the Beta Function.

In plain English:

  • The Beta distribution is a family of continuous probability distributions.
  • It describes random variables that can take values anywhere between 0 and 1.
  • One example of a beta distribution is the uniform distribution on [0, 1].
  • Beta distributions are proportional to $x^{a-1}(1-x)^{b-1}$ where $a$ and $b$ are parameters. Setting $a=b=1$ yields a uniform, since the density is constant.
  • Like all PDF's, these ones must have a total probability of 1. To get this to work, you have to divide $x^{a-1}(1-x)^{b-1}$ by its own integral between 0 and 1. This integral, seen as a function of $a, b$, has a name because it has other uses in mathematics. It is called the Beta Function.

In plain English:

  • The Beta distribution family is a set of continuous probability distributions.
  • It describes random variables that can take values anywhere between 0 and 1.
  • One example of a beta distribution is the uniform distribution on [0, 1].
  • A beta distribution has density proportional to $x^{a-1}(1-x)^{b-1}$ where $a$ and $b$ are parameters. Setting $a=b=1$ yields a uniform, since the density is constant.
  • Like all PDF's, these ones must have a total probability of 1. To get this to work, you have to divide $x^{a-1}(1-x)^{b-1}$ by its own integral between 0 and 1. This integral, seen as a function of $a, b$, has a name because it has other uses in mathematics. It is called the Beta Function.
Source Link
eric_kernfeld
  • 5.3k
  • 1
  • 22
  • 46

In plain English:

  • The Beta distribution is a family of continuous probability distributions.
  • It describes random variables that can take values anywhere between 0 and 1.
  • One example of a beta distribution is the uniform distribution on [0, 1].
  • Beta distributions are proportional to $x^{a-1}(1-x)^{b-1}$ where $a$ and $b$ are parameters. Setting $a=b=1$ yields a uniform, since the density is constant.
  • Like all PDF's, these ones must have a total probability of 1. To get this to work, you have to divide $x^{a-1}(1-x)^{b-1}$ by its own integral between 0 and 1. This integral, seen as a function of $a, b$, has a name because it has other uses in mathematics. It is called the Beta Function.