8. Beta Distribution

  1. Catherine Forbes1,
  2. Merran Evans1,
  3. Nicholas Hastings2 and
  4. Brian Peacock3

Published Online: 16 DEC 2010

DOI: 10.1002/9780470627242.ch8

Statistical Distributions, Fourth Edition

Statistical Distributions, Fourth Edition

How to Cite

Forbes, C., Evans, M., Hastings, N. and Peacock, B. (2010) Beta Distribution, in Statistical Distributions, Fourth Edition, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780470627242.ch8

Author Information

  1. 1

    Monash University, Victoria, Australia

  2. 2

    Albany Interactive, Victoria, Australia

  3. 3

    Brian Peacock Ergonomics, SIM University, Singapore

Publication History

  1. Published Online: 16 DEC 2010
  2. Published Print: 29 NOV 2010

ISBN Information

Print ISBN: 9780470390634

Online ISBN: 9780470627242

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Keywords:

  • beta binomial distribution;
  • gamma functions;
  • inverted beta distribution;
  • noncentral beta distribution;
  • random number;
  • variate relationships

Summary

The beta distribution is frequently used as a prior distribution for binomial proportions in Bayesian analysis. First, this chapter provides brief notes on beta and gamma functions. Next, it describes variate relationships, parameter estimation and random number generation for beta distribution. The chapter also discusses inverted beta distribution, noncentral beta distribution and beta binomial distribution.

Controlled Vocabulary Terms

Beta prime distribution; control variate; Noncentral beta distribution