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Lecture - 20: 1 Beta Distribution
Lecture - 20: 1 Beta Distribution
Beta Distribution :
x1 (1 x)1
u1 (1 u)1 du
( + ) 1
x
(1 x)1
()()
1
x1 (1 x)1
B(, )
() is gamma function.
Properties:
E(X) =
(1)
V (X) =
(+)2 (++1)
Gamma Distribution:
f (x; 1 , 1 ) = (1 )1
1
x1 1 e1 x
(1 )
(2)
Properties:
E(X) =
1
1
V (X) =
1 1
(1 +1 )2 (1 +1 +1)
F (x) =
0 x<1
1 x1
Example 3.4 A coin is tossed and a head will occur with probability p.
Find out the distribution function.
0
F (x) = (1 p)
if x < 0
if 0 x < 1
if x 1
z2
1
e 2 dz
2
1. F () = 0
Proof: Suppose as n , bn , therefore Bn = (, bn ] tends
to , Using continuity theorem,
F () = lim P (X bn ) = P ( lim Bn ) = P (X < ) = 0
n
2. F () = 0
Proof: Suppose, An = {X bn },
1
n]