I want to find mean and variances of beta distribution . The distributions function is as follows: when $x$ is between $0$ and $1$ $$ f (x;\alpha,\beta) = \frac {x ...
Can someone please walk me through how to find the mean and variance of the beta distribution (with parameters alpha and beta)? Also, I have seen two pdfs for the beta distribution. One of them var...
How to generate a 'Discretized' beta distribution with mean and variance matching a 'Pure' beta distribution Ask Question Asked 4 years, 9 months ago Modified 4 years, 9 months ago
But I don't know how I would get to the Variance of beta hat for a random X. How do I get this Var ($\underset {\sim} {\hat\beta}$)= $\sigma^2$ E [$ (X^TX)$-1$]$?
Find mean , var, mode if a= 3,b= 5. a = 3, b = 5. This is throwing me off with the beta distribution. I'm not sure if it changes the way i solve for the mean, var , mode. My approach is that since mean of a continuous random variable which is basically the Expected value of X (EX), so we can just do ∫x∗f(x)dx ∫ x ∗ f (x) d x.
I think we can evaluate the above integral using the fact that $$ \int^ {\infty}_ {0} \frac {1} {\Gamma (\alpha) \beta^ {\alpha}} e^ {-x/\beta} x^ {\alpha - 1} dx = 1 ...
Beta[z,a,b] denotes the incomplete beta function $\int _0^z t^ {a-1} (1-t)^ {b-1} d t $ As disclosure, I should add that I am one of the authors of the mathStatica software package used above.
