University Maths Notes: Probability and Statistics – The Beta Distribution
A random variable
is
said to have a beta distribution with parameters
if
the pdf of
is

The case
gives
the standard beta distributions. Some are shown below. Changing
and
only
shifts and scales the graphs.
Unless
and
are
integers integration is difficult, so tables are used.
The mean and variance are
and![]()
Example:
then
so
The
pdf is a polynomial.
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