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| Meta Title | Beta Distribution |
| Meta Description | Beta Distribution: links to information on this distribution and tools that can be used to manipulate or fit it |
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| Boilerpipe Text | /
The Beta distribution
[
this page
|
pdf
|
back links
]
The beta distribution describes a distribution in which
outcomes are limited to a specific range, the probability density function
within this range being characterised by two shape parameters.
Distribution name
Beta
distribution
Common notation
Parameters
 = shape
parameter (
 = shape
parameter (
Domain
Probability density
function
Cumulative distribution
function
Mean
Variance
Skewness
(Excess) kurtosis
Characteristic function
Other comments
The beta distribution is also known as a
beta distribution
of the first kind
. Its mode is
.
There is no simple closed form solution for its median.
The beta distribution parameters are sometimes taken to
include boundary parameters
 (
) in
which case its domain is
, and its pdf and cdf are
 and
 where
,
its mean is
,
its mode is
 for
 and
its variance is
Â
If
 and
 then
.
If
 then
 and
if
 then
 (if
 and
).
The
’th order statistic of a
sample of size
 from the uniform distribution
has a beta distribution,
.
If
 then
,
i.e. the Pert distribution is a special case of the beta distribution.
Its non-central moments are
.
Nematrian web functions
Functions relating to the above distribution may be accessed
via the
Nematrian
web function library
by using a
DistributionName
of “beta”.
Functions relating to a generalised version of this distribution including
additional location (i.e. shift) and scale parameters may be accessed by using
a
DistributionName
of “beta4”, see also
including
additional shift and scale parameters
. For details of other supported
probability distributions see
here
.
NAVIGATION LINKS
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| Markdown | null |
| Readable Markdown | /
### **The Beta distribution**
\[[this page](http://www.nematrian.com/BetaDistribution) \| [pdf](http://www.nematrian.com/Pages/ProbabilityDistributionsCombined.pdf) \| [back links](http://www.nematrian.com/BackLinks?p=BetaDistribution)\]
The beta distribution describes a distribution in which outcomes are limited to a specific range, the probability density function within this range being characterised by two shape parameters.
[![\[SmartChart\]](http://www.nematrian.com/I/BetaDistribution_files/image001.gif)](http://www.nematrian.com/MnProbDistPlotPdf.aspx?pp=Embed&Param0=beta&Param1=1.5,1.8&Param2=0.01&Param3=.99&Param4=40&Param5=Probability+density+function&Param6=Height%3D200+Width%3D200+LegendDocking%3Dtop "\"Nematrian SmartChart. Follow hyperlink (by clicking on chart) for more details.\" ")[![\[SmartChart\]](http://www.nematrian.com/I/BetaDistribution_files/image002.gif)](http://www.nematrian.com/MnProbDistPlotCdf.aspx?pp=Embed&Param0=beta&Param1=1.5,1.8&Param2=.01&Param3=.99&Param4=40&Param5=Cumulative+distribution+function&Param6=Height%3D200+Width%3D200+LegendDocking%3DTop "\"Nematrian SmartChart. Follow hyperlink (by clicking on chart) for more details.\" ")[![\[SmartChart\]](http://www.nematrian.com/I/BetaDistribution_files/image003.gif)](http://www.nematrian.com/MnProbDistPlotQQ.aspx?pp=Embed&Param0=beta&Param1=1.5%2C1.8&Param2=-4&Param3=4&Param4=40&Param5=Quantile-quantile+plot&Param6=LegendDocking%3DTop+Height%3D200+Width%3D190 "\"Nematrian SmartChart. Follow hyperlink (by clicking on chart) for more details.\" ")
| | |
|---|---|
| Distribution name | **Beta distribution** |
| Common notation |  |
| Parameters |  = shape parameter (  = shape parameter ( |
| Domain |  |
| Probability density function |  |
| Cumulative distribution function |  |
| Mean |  |
| Variance |  |
| Skewness |  |
| (Excess) kurtosis |  |
| Characteristic function |  |
| Other comments | The beta distribution is also known as a *beta distribution of the first kind*. Its mode is . There is no simple closed form solution for its median. The beta distribution parameters are sometimes taken to include boundary parameters  () in which case its domain is , and its pdf and cdf are  and  where , its mean is , its mode is  for  and its variance is  If  and  then . If  then  and if  then  (if  and ). The ’th order statistic of a sample of size  from the uniform distribution has a beta distribution, . If  then , i.e. the Pert distribution is a special case of the beta distribution. Its non-central moments are . |
Nematrian web functions
Functions relating to the above distribution may be accessed via the [Nematrian web function library](http://www.nematrian.com/ProbabilityDistributionsFunctions.aspx) by using a *DistributionName* of “beta”. Functions relating to a generalised version of this distribution including additional location (i.e. shift) and scale parameters may be accessed by using a *DistributionName* of “beta4”, see also [including additional shift and scale parameters](http://www.nematrian.com/ProbabilityDistributionsIntro2.aspx). For details of other supported probability distributions see [here](http://www.nematrian.com/ProbabilityDistributionsIntro.aspx).
***
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[Contents](http://www.nematrian.com/ProbabilityDistributionsIntro.aspx) \| [Prev](http://www.nematrian.com/UniformDiscreteDistribution.aspx) \| [Next](http://www.nematrian.com/BetaPrimeDistribution.aspx)
*** |
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