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Domain is [0,1].
The probability density function, f(x) is given by: The cumulative distribution function, F(x), is given by:
Γ(α+β) β-1 α-1
f(x; α,β) = .(1-x) .x F(x; α,β) = I(x; α,β)
Γ(α).Γ(β)
f(x; α,β)
5
4.75
4.5
4.25
4
3.75 α=0.5, β=0.5
3.5
α=5, β=1
3.25
3 α=1, β=3
2.75
2.5
α=2, β=2
2.25 α=2, β=5
2
1.75
1.5
1.25
1
0.75
0.5
0.25
0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
F(x; α,β)
1
0.95
0.9
0.85
0.8
0.75 α=0.5, β=0.5
0.7
α=5, β=1
0.65
0.6 α=1, β=3
0.55
0.5
α=2, β=2
0.45 α=2, β=5
0.4
0.35
0.3
0.25
0.2
0.15
0.1
0.05
0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
BETA DISTRIBUTION
PARAMETERS
f(x; α,β)
α = 0.5
3.25
β = 0.5 3
2.75
2.5
U-shaped 2.25 f(x)
symmetric about 0.5 2 x_
MOMENTS 1.75 symm
1.5
0.5
Skewness = -0.4714 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
x = 0.7 0.35
0.3
0.25
0.2
f(x; α,β) = 0.6946 0.15
0.1
0.05
F(x; α,β) = 0.6310 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
f(x) SHAPE
● α < 1 & β< 1 U-shaped α=1 & β > 2 strictly decreasing & convex
α < 1 & β≥ 1 strictly decreasing 1 < α < 2& β = 1 strictly increasing & concave
α = 1 & β< 1 strictly increasing α=2 & β = 1 strictly increasing & straight line
α = 1 & β= 1 uniform [0,1] distribution α>2 & β = 1 strictly increasing & convex
α = 1 & 1< β < 2 strictly decreasing & concave α>1 & β > 1 unimodal
α = 1 & β= 2 strictly decreasing & straight line
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