Skip to main content

StatsBetaPDF

StatsBetaPDF (x, p, q [, a, b])

Returns the beta probability distribution function (PDF) given by

F(x;p,q,a,b)=(xa)p1(bx)q1B(p,q)(ba)p+q1,axbp,q>0\displaystyle F(x;p,q,a,b)=\frac{({x - a})^{p - 1}(b-x)^{q-1}}{B(p, q)(b-a)^{p+q-1}}, \quad \begin{array}{c} a \leq x \leq b \\ p,q > 0 \end{array}

where B(p,q) is the beta function

B(p,q)=01tp1(1t)q1dt.\displaystyle B(p, q)=\int_{0}^{1} t^{p-1}(1-t)^{q-1} d t.

The defaults (a =0 and b =1) correspond to the standard beta distribution were a is the location parameter, (b -a ) is the scale parameter, and p and q are shape parameters. When p <1 f (x =a ) returns Inf.

References

Evans, M., N. Hastings, and B. Peacock, Statistical Distributions, 3rd ed., Wiley, New York, 2000.

See Also

Statistical Analysis, StatsBetaCDF, StatsInvBetaCDF