betapert分布 matlab,[转载]贝塔（β，beta）分布

Beta

Probability density function

Cumulative distribution function

parameters:

no closed form

for α > 1,β >

1

see text

In probability theory and statistics, the beta distribution is a

family of continuous probability distributions defined on

the interval (0, 1) parameterized by two positive shape parameters, typically denoted by α and

β. It is the special case of the Dirichlet distribution with only two

parameters. Since the Dirichlet distribution is the conjugate prior of the multinomial distribution, the

beta distribution is the

conjugate prior of the binomial distribution. In Bayesian statistics,

it can be seen as the posterior

distribution of the parameter p of a binomial

distribution after observing

α − 1 independent events with

probability p and β − 1

with probability 1 − p, if

there is no other information regarding the distribution of

p.

Characterization

Probability density

function

The probability density function of

the beta distribution is:

where Γ is the gamma function. The beta function, B, appears as a normalization

constant to ensure that the total probability integrates to

unity.

Cumulative distribution

function

Properties

The expected value (μ), first central moment, variance (second central moment), skewness (third central moment), and kurtosis excess (forth

central moment) of a Beta distribution random variable X with parameters α

and β are:

In g