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Beta distribution

In probability theory and statistics, the beta distribution is a family of continuous probability
distributions defined on the interval [0, 1] parametrized by two positive shape parameters,
denoted by α and β, that appear as exponents of the random variable and control the shape of
the distribution.
The beta distribution has been applied to model the behavior of random variables limited to
intervals of finite length in a wide variety of disciplines. For example, it has been used as a
statistical description of allele frequencies inpopulation genetics;[1] time allocation in project
management / control systems;[2] sunshine data;[3] variability of soil properties;[4] proportions of
the minerals in rocks in stratigraphy;[5] and heterogeneity in the probability of HIVtransmission.[6]
In Bayesian inference, the beta distribution is the conjugate prior probability distribution for
the Bernoulli, binomial,negative binomial and geometric distributions. For example, the beta
distribution can be used in Bayesian analysis to describe initial knowledge concerning
probability of success such as the probability that a space vehicle will successfully complete a
specified mission. The beta distribution is a suitable model for the random behavior of
percentages and proportions.
The usual formulation of the beta distribution is also known as the beta distribution of the
first kind, whereasbeta distribution of the second kind is an alternative name for the beta
prime distribution.

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. (such that the two ends are not actually part of the density function) and consider instead 0 < x < 1. Johnson and S. In the above equations x is a realization—an observed value that actually occurred—of a random process X. because the beta distribution . the inclusion of x = 0 and x = 1 does not work for α. Kotz. and shape parameters α. for example the arcsine distribution.[7][8][9][10] However. including N. Johnson and S. β < 1. for 0 ≤ x ≤ 1. and consistent with several authors. Several authors. L. The beta function. is a power function of the variable x and of its reflection (1−x) as follows: where Γ(z) is the gamma function. is a normalization constant to ensure that the total probability integrates to 1. Feller. reminiscent of the symbols traditionally used for the parameters of the Bernoulli distribution.[7] use the symbols p and q (instead of α and β) for the shape parameters of the beta distribution.[11][12][13] choose to exclude the ends x = 0 and x = 1. This definition includes both ends x = 0 and x = 1. like N.Characterization The probability density function (pdf) of the beta distribution. accordingly. which is consistent with definitions for other continuous distributions supported on a bounded interval which are special cases of the beta distribution. L. several other authors. including W. β > 0. Kotz.

this is the anti-mode: the lowest point of the probability density curve. a random variable X beta-distributed with parameters α and β will be denoted by:[14][15] Other notations for beta-distributed random variables used in the statistical literature are [16] and Properties Measures of central tendency Mode[edit] The mode of a Beta distributed random variable X with α. showing that for α = β > 1 the mode (resp. In some cases the (maximum) value of the density function occurring at the end is finite. β > 1 is the most likely value of the distribution (corresponding to the peak in the PDF). For example. the Beta distribution simplifies to become the arcsine distribution. anti-mode when α. β < 1). the expression for the mode simplifies to 1/2. and x = 1) can be called modes or not. β < 1).approaches the Bernoulli distribution in the limit when both shape parameters α and β approach the value of zero. In several other cases there is a singularity at one end. See "Shapes" section in this article for a full list of mode cases. for arbitrary values of α and β. the density function becomes a right-triangle distribution which is finite at both ends. in the case α = β = 1/2. β = 1 (or α = 1. the maximum value of the density function occurs at one or both ends.[12][14] .[9] Letting α = β. is at the center of the distribution: it is symmetric in those cases. There is debate among mathematicians about some of these cases and whether the ends (x = 0. In the following. and is given by the following expression: [7] When both parameters are less than one (α. in the case of α = 2. β = 2). where the value of the density function approaches infinity. For several of these cases. For example.