Beta Distribution

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

0
2
0.5
2
0.40
0.18
0.43
Error
0.24
1.247
0.818
Quantiles
qr

The parameters A, B, p and

q can be changed with p>0,
q>0, A<B

Right Skewed
Steep
Distribution function
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)

Beta Distribution
(The horizontal scale is determined by
4

Prob. density

A=
B=
p=
q=
E[X]=
Var(X)=
Std. Dev.=
Mode=
Med(X)=
Fisher 1=
Fisher =

3.5

2.5

1.5

0.5

The beta distribution (in short (A,B,p,q) (p>0,q>0)), has a

probability density f(x)= (p,q)-1(x-A)p-1(B-x)q-1/(B-A)p+q-1 ,
A<x<B, (p,q)= (p) (q)/ (p+q) being the beta function. If
A=0 and B=1 the standard form of the beta distribution is
obtained, (0,1,p,q) or (p,q) (note that the same notation is
used for the beta function and standard beta distribution).
The probability function equals f(y)= (p,q)-1 xp-1 (1-x)q-1 ,
0<x<1. If X~ (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 MoX=[(p-1)B+(q1)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
(excess of) kurtosis coefficients are 1=[2(q-p)(p-1+q-1+(pq)1 0.5
) ]/(p+q+2) and 2=3(p+q+1)[2(p+q)2+pq(p+q-6)]/
[pq(p+q+2)(p+q+3)]-3 respectively.

0
0

Prob. density

Distrib

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

Beta Distribution
scale is determined by the parametric values)
1.2

0.8

0.6

0.4

0.2

0
1

Prob. density

Distribution function

Distribution function

ln((p))= 0.5723649429
ln((q))=
0
ln((p+q))= 0.2846828705
(p,q)= 1.3333333333
1
1
1
1
1

0
1
2
3
4
5
6
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8
9
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42
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46
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49
50

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

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
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

51
52
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56
57
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92
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95
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99
100

1.02
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

0.25730147
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

0.88910784
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