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URLhttp://www.nematrian.com/BetaDistribution
Last Crawled2026-04-12 18:04:38 (5 days ago)
First Indexed2016-04-01 12:47:18 (10 years ago)
HTTP Status Code200
Meta TitleBeta Distribution
Meta DescriptionBeta Distribution: links to information on this distribution and tools that can be used to manipulate or fit it
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/ 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   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 Contents | Prev | Next
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/ ### **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 | ![](http://www.nematrian.com/I/BetaDistribution_files/image004.png) | | Parameters | ![](http://www.nematrian.com/I/BetaDistribution_files/image005.png) = shape parameter (![](http://www.nematrian.com/I/BetaDistribution_files/image006.png) ![](http://www.nematrian.com/I/BetaDistribution_files/image007.png) = shape parameter (![](http://www.nematrian.com/I/BetaDistribution_files/image008.png) | | Domain | ![](http://www.nematrian.com/I/BetaDistribution_files/image009.png) | | Probability density function | ![](http://www.nematrian.com/I/BetaDistribution_files/image010.png) | | Cumulative distribution function | ![](http://www.nematrian.com/I/BetaDistribution_files/image011.png) | | Mean | ![](http://www.nematrian.com/I/BetaDistribution_files/image012.png) | | Variance | ![](http://www.nematrian.com/I/BetaDistribution_files/image013.png) | | Skewness | ![](http://www.nematrian.com/I/BetaDistribution_files/image014.png) | | (Excess) kurtosis | ![](http://www.nematrian.com/I/BetaDistribution_files/image015.png) | | Characteristic function | ![](http://www.nematrian.com/I/BetaDistribution_files/image016.png) | | Other comments | The beta distribution is also known as a *beta distribution of the first kind*. Its mode is ![](http://www.nematrian.com/I/BetaDistribution_files/image017.png). There is no simple closed form solution for its median. The beta distribution parameters are sometimes taken to include boundary parameters ![](http://www.nematrian.com/I/BetaDistribution_files/image018.png) (![](http://www.nematrian.com/I/BetaDistribution_files/image019.png)) in which case its domain is ![](http://www.nematrian.com/I/BetaDistribution_files/image020.png), and its pdf and cdf are ![](http://www.nematrian.com/I/BetaDistribution_files/image021.png) and ![](http://www.nematrian.com/I/BetaDistribution_files/image022.png) where ![](http://www.nematrian.com/I/BetaDistribution_files/image023.png), its mean is ![](http://www.nematrian.com/I/BetaDistribution_files/image024.png), its mode is ![](http://www.nematrian.com/I/BetaDistribution_files/image025.png) for ![](http://www.nematrian.com/I/BetaDistribution_files/image026.png) and its variance is ![](http://www.nematrian.com/I/BetaDistribution_files/image027.png) If ![](http://www.nematrian.com/I/BetaDistribution_files/image028.png) and ![](http://www.nematrian.com/I/BetaDistribution_files/image029.png) then ![](http://www.nematrian.com/I/BetaDistribution_files/image030.png). If ![](http://www.nematrian.com/I/BetaDistribution_files/image004.png) then ![](http://www.nematrian.com/I/BetaDistribution_files/image031.png) and if ![](http://www.nematrian.com/I/BetaDistribution_files/image032.png) then ![](http://www.nematrian.com/I/BetaDistribution_files/image033.png) (if ![](http://www.nematrian.com/I/BetaDistribution_files/image034.png) and ![](http://www.nematrian.com/I/BetaDistribution_files/image035.png)). The ![](http://www.nematrian.com/I/BetaDistribution_files/image036.png)’th order statistic of a sample of size ![](http://www.nematrian.com/I/BetaDistribution_files/image037.png) from the uniform distribution has a beta distribution, ![](http://www.nematrian.com/I/BetaDistribution_files/image038.png). If ![](http://www.nematrian.com/I/BetaDistribution_files/image039.png) then ![](http://www.nematrian.com/I/BetaDistribution_files/image040.png), i.e. the Pert distribution is a special case of the beta distribution. Its non-central moments are ![](http://www.nematrian.com/I/BetaDistribution_files/image041.png). | 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). *** NAVIGATION LINKS [Contents](http://www.nematrian.com/ProbabilityDistributionsIntro.aspx) \| [Prev](http://www.nematrian.com/UniformDiscreteDistribution.aspx) \| [Next](http://www.nematrian.com/BetaPrimeDistribution.aspx) ***
Shard78 (laksa)
Root Hash14222895161151045278
Unparsed URLcom,nematrian!www,/BetaDistribution h80