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Questions tagged [beta-distribution]

A two-parameter family of univariate distributions defined on the interval [0,1].

The "Beta distribution" is a two-parameter family of univariate distributions defined on the interval [0,1]. The probability density function of the distribution is:

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with positive parameters α and β.

A common use of the distribution is in Bayesian statistics as a prior for the Binomial distribution. The Beta distribution is also used in beta regression, which can be useful when the dependent variable has a floor or ceiling effect or is bounded.

In scientific software for statistical computing and graphics, function dbeta computes density of a beta distribution, pbeta computes CDF of a beta distribution, qbeta computes quantile of beta distribution and rbeta draw samples from a beta distribution.

Tag usage

Questions on should be about implementation and programming problems, not about the statistical or theoretical properties of the technique. Consider whether your question might be better suited to Cross Validated, the StackExchange site for statistics, machine learning and data analysis.

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What is the Python Equivalent of R's rbeta() Function?

I'm trying to find the Python equivalent of R's rbeta() function in order to do some A/B testing. This is the code in R: a <- 50 notA <- 200 b <- 200 notb <-400 trials <- 100000 alpha <- 1 beta <- 4 a.samples <- rbeta(trials, a+alpha,…
amunnelly
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Generate random numbers in a specific range using beta distribution

I want to generate 1 Million and 10 Million data points in the range (0.0001,0.03) using a beta distribution with a=2.2 and b=1. Thanks in advance! I tried this: from scipy.stats import beta import numpy as np import matplotlib.pyplot as plt fig,…
COMPAS Legwork
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Should floc=0 with beta distribution give the same distribution as without it

I am working with a beta distribution in pymc3 whose parameters I get from scipy. From my understanding, the loc and scale that scipy outputs when running stats.beta.rvs are optional. In PyMC3's API, the beta distribution just take alpha and beta as…
matsuo_basho
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Define a 4-parameters Beta prior in pymc3

I want to do a Bayesian analysis using pymc3. One of my parameters has a Beta distribution with a=28.78, b=0.98, loc=-0.22, scale= 0.32. Does anyone know how to define a 4-parameters Beta distribution inside the pymc3 model? Something like: with…
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How to fit a beta distribution to a data with a given mean?

I'm fitting a beta distribution to my data using MATLAB. To do so, there are several options like fitdist, which provide a set of a and b and the stats (mean and std) are accessible using betastat or simply mean and std commands. But what can I do…
parisa
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Simulate Bivariate Beta Distribution , BIBETA(6, 20, 2) in R

I need to simulate bivariate beta distribution, BIBETA(6,20,2) in r. I am looking for a package/ code that would generate bivariate beta distribution. I couldn't find the r function for this distribution. Is anyone know which r function can be used…
score324
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survival::survreg user-defined Beta distribution

I have a data set with a dependent right-censored variable distributed over the Beta distribution. Please do not offer flexsurv package. It is necessary to describe the function of my Beta distribution for use in the AFT regression survival model…
Александр Родионов
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Can Tensorflow backpropagate through distributions, e.g. beta?

tf.distributions gives access to several distributions. My network should predict parameters of a probability density function (i.e. a policy in my case), the loss is then dependent on these again. I would like to ask for the beta-distribution…
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Calculate Areas of breaks under a beta distribution in r

Given the following beta distribution x <- seq(0,1,length=100) db <- dbeta(x, .25, .43) ggplot() + geom_line(aes(x,db))+scale_x_continuous(breaks = seq(0,1,by=.1)) how can I find the area under breaks 0 to 1 by 0.1 intervals. Not cumulative area…
Alex
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how to generate random variables from a beta distribution in the fixed interval

I have to use python to use Gibbs sampler to sample from posterior full conditional distribution.However, the posterior full conditional distribution is like this: a beta distribution but in the interval instead the [0,1] which is a beta range
Yanwen FANG
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Inverse cumulative beta distribution function in Java with smaller Double value

I am using apache-commons-math for Inverse cumulative beta distribution function but it gives incorrect results for values smaller than 2E-15. Up to values 2E-15, results are correct and are also verified from R. Value 2E-15 Result in R =…
K.Liaqat
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Beta family in gam model fitting values greater than 1 and less than 0. Whats going on? (mgcv)

I am fitting gam's to data on the interval (0,1) using the gam function of the mgcv package in R. My model code looks like this: mod <- gam(y ~ x1 + x2 + s(latitude, longitude), faimly=betar(link='logit'), data = data) Model fits well, but when I…
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Newton Raphson Method for beta distribution

I want to simulate 100 observations from a beta distribution using the Newton Raphson Method, where the stopping rule is |xi − xi−1| < .05 and the starting point for the algorithm is 0.5 and want to find out on average how many iterations are…
krithika krishnan
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Optimization with a function that involves integration

I'm working on a problem where a parameter is estimated through minimizing the sum of squares. The equations needed are: I used optim in the package stats: # provide the values for a test dataset (the y estimated should be 1.41) pvector <-…
ling
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Changing parameters during Thompson sampling

Thompson sampling uses a Beta probability distribution to sample parameters. After each sample, the distribution is changed, according to the sample value got. Currently I am doing the following : dist = new BetaDistribution(alpha,…
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