What is the difference between standard beta and unstandard beta distributions? How to understand in an article if it is not described if it is standard or not?


1 Answer 1


Standard beta distribution is beta distribution bounded in $(0, 1)$ interval, so it is what we generally refer to when talking about beta distribution. Beta is not standard if it has other bounds, denoted sometimes as $a$ and $b$ (lower and upper bound), you can find some information here.

So the general form of probability density function is

$$ f(x) = \frac{(x-a)^{\alpha-1}(b-x)^{\beta-1}} {\mathrm{B}(\alpha,\beta) (b-a)^{\alpha+\beta-1}} $$

while in most cases we refer to standard beta, i.e.

$$ f(x) = \frac{x^{\alpha-1}(1-x)^{\beta-1}} { \mathrm{B}(\alpha,\beta)} $$

If $X$ is beta distributed with bounds $a$ and $b$, then you can transform it to standard beta distributed variable $Z$ by simple normalization

$$ Z = \frac{X-a}{b-a} $$

It is also easy to back-transform standard beta to beta with $a$ and $b$ bounds by

$$ X = Z \times (b-a) + a $$

So to compute pdf, cdf, or random number generation for non-standard beta, you need only the basic functions and formulas for beta distribution. If you want to use density function of standard beta with non-standard beta just remember to normalize the density, i.e. $f(\frac{X-a}{b-a})/(b-a)$.

In most cases people referring to beta distribution are talking about standard beta distribution. If the distribution has different bounds than $(0, 1)$, than it is obviously not a standard beta, so it should be clear from context.

  • $\begingroup$ Thanks for this. Can I convert the ust Beta to Std beta by using Standard error? $\endgroup$
    – hero1985
    Dec 12, 2015 at 23:03
  • $\begingroup$ @hero1985 using SE no, but if you can using bounds, see my edit. $\endgroup$
    – Tim
    Dec 13, 2015 at 7:57
  • 2
    $\begingroup$ Readers note that the section of the wikipedia beta distribution article relating to the Four parameter beta distribution may also be helpful. $\endgroup$
    – Glen_b
    Jul 28, 2016 at 11:34
  • $\begingroup$ Maybe it is obvious to people more mathematically inclined than me, but what does the B in the first two equations stand for? Cheers. EDIT: opened the "here" link and found it. nvm $\endgroup$
    – bunsenbaer
    Aug 16, 2018 at 19:28
  • 1
    $\begingroup$ @bunsenbaer beta function en.wikipedia.org/wiki/Beta_function $\endgroup$
    – Tim
    Aug 16, 2018 at 19:34

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.