
A • STATISTICAL DISTRIBUTIONS
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A • Statistical Distributions
Beta(
β
,
α
)BETA(Beta, Alpha)
Shape parameters Beta (β) and Alpha (α) specified as positive real numbers.
[0, 1] (Can also be transformed to [a,b] as described below)
Because of its ability to take on a wide variety of shapes, this distribution is often used as
a rough model in the absence of data. Also, because the range of the beta distribution is
from 0 to 1, the sample X can be transformed to the scaled beta sample Y with the range
from a to b by using the equation Y = a + (b-a)X. The beta is often used to represent
random proportions, such as the proportion of defective items in a lot.
Probabilit
Densit
Function
x
β 1–
1 x–()
α 1–
B βα(,)
---------------------------------------
0 otherwise
where
β
is the complete beta
function given by
B βα,() t
β 1–
1 t–()
α 1–
td
0
1
∫
=
f(x) =
for 0 < x < 1
Parameters
Range
Mean
β
βα+
-------------
Variance
βa
β a+()
2
β a 1++()
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Applications
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