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X For X X X F: Chapter 6: Special Probability Densities Section 4: The Beta Distribution

This document discusses the beta distribution and provides information about it. It defines the beta distribution using its probability density function. It states that the beta function defines the integral of this probability density function. It gives formulas for calculating the mean and variance of the beta distribution based on the parameters alpha and beta. It provides an example where the proportion of light bulbs failing before their advertised life is a beta random variable with alpha=3 and beta=10.

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9 views3 pages

X For X X X F: Chapter 6: Special Probability Densities Section 4: The Beta Distribution

This document discusses the beta distribution and provides information about it. It defines the beta distribution using its probability density function. It states that the beta function defines the integral of this probability density function. It gives formulas for calculating the mean and variance of the beta distribution based on the parameters alpha and beta. It provides an example where the proportion of light bulbs failing before their advertised life is a beta random variable with alpha=3 and beta=10.

Uploaded by

thermopolis3012
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Chapter 6: Special Probability Densities

Section 4: The Beta Distribution



Definition 6.5. A random variable X has a beta distribution and it is
referred to as a beta random variable if and only if its probability density is
given by
( ) ( )
( )

< <
I I
+ I
=

elsewhere
x f or x x
x f
0
1 0 1
) (
) (
1
1
|
o
| o
| o


where o > 0 and > 0.
( ) ( )
( )
( )
( ) ( )
( ) | o
| o
| o
| o
|
o
|
o
+ I
I I
=
=
I I
+ I
}
}

dx x x
dx x x
1
0
1
1
1
0
1
1
1
1 1
) (

This integral defines the beta function. That is,
( ) ( )
( ) | o
| o
| o
+ I
I I
= ) , ( B


Theorem 6.5. The mean and variance of the beta distribution are given by

( ) ( ) 1
2
2
+ + +
=
+
=
| o | o
o|
o
| o
o
and


The proportion of a certain brand of light bulbs that fail before the advertised
life of the light bulb is a beta random variable with parameters o = 3 and
= 10.

1. What is the probability that at most 0.40 of the light bulbs will fail before
the advertised life for the brand.











2. Find the mean and variance for the proportion of light bulbs that will fail
before the advertised life for the light bulb.

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