The Beta Distribution

Description

Density, distribution function, quantile function and random generation for the Beta distribution with parameters shape1 and shape2 (and optional non-centrality parameter ncp).

Usage

dbeta(x, shape1, shape2, ncp = 0, log = FALSE)
pbeta(q, shape1, shape2, ncp = 0, lower.tail = TRUE, log.p = FALSE)
qbeta(p, shape1, shape2, ncp = 0, lower.tail = TRUE, log.p = FALSE)
rbeta(n, shape1, shape2, ncp = 0)

Arguments

Details

The Beta distribution with parameters shape1 = a and shape2 = b has density

Γ(a+b)/(Γ(a)Γ(b))x^(a-1)(1-x)^(b-1)

for a > 0, b > 0 and 0 ≤ x ≤ 1 where the boundary values at x=0 or x=1 are defined as by continuity (as limits).
The mean is a/(a+b) and the variance is ab/((a+b)^2 (a+b+1)).

pbeta is closely related to the incomplete beta function. As defined by Abramowitz and Stegun 6.6.1

B_x(a,b) = integral_0^x t^(a-1) (1-t)^(b-1) dt,

and 6.6.2 I_x(a,b) = B_x(a,b) / B(a,b) where B(a,b) = B_1(a,b) is the Beta function (beta).

is pbeta(x,a,b).

The noncentral Beta distribution (with ncp = λ) is defined (Johnson et al, 1995, pp. 502) as the distribution of X/(X+Y) where X ~ chi^2_2a(λ) and Y ~ chi^2_2b.

Value

dbeta gives the density, pbeta the distribution function, qbeta the quantile function, and rbeta generates random deviates.

Invalid arguments will result in return value NaN, with a warning.

Note

Supplying ncp = 0 uses the algorithm for the non-central distribution, which is not the same algorithm used if ncp is omitted. This is to give consistent behaviour in extreme cases with values of ncp very near zero.

Source

The central dbeta is based on a binomial probability, using code contributed by Catherine Loader (see dbinom) if either shape parameter is larger than one, otherwise directly from the definition. The non-central case is based on the derivation as a Poisson mixture of betas (Johnson et al, 1995, pp. 502–3).

The central pbeta uses a C translation (and enhancement for log_p=TRUE) of

Didonato, A. and Morris, A., Jr, (1992) Algorithm 708: Significant digit computation of the incomplete beta function ratios, ACM Transactions on Mathematical Software, 18, 360–373. (See also
Brown, B. and Lawrence Levy, L. (1994) Certification of algorithm 708: Significant digit computation of the incomplete beta, ACM Transactions on Mathematical Software, 20, 393–397.)

The non-central pbeta uses a C translation of

Lenth, R. V. (1987) Algorithm AS226: Computing noncentral beta probabilities. Appl. Statist, 36, 241–244, incorporating
Frick, H. (1990)'s AS R84, Appl. Statist, 39, 311–2, and
Lam, M.L. (1995)'s AS R95, Appl. Statist, 44, 551–2.

This computes the lower tail only, so the upper tail suffers from cancellation and a warning will be given when this is likely to be significant.

The central case of qbeta is based on a C translation of

Cran, G. W., K. J. Martin and G. E. Thomas (1977). Remark AS R19 and Algorithm AS 109, Applied Statistics, 26, 111–114, and subsequent remarks (AS83 and correction).

The central case of rbeta is based on a C translation of

R. C. H. Cheng (1978). Generating beta variates with nonintegral shape parameters. Communications of the ACM, 21, 317–322.

References

Becker, R. A., Chambers, J. M. and Wilks, A. R. (1988) The New S Language. Wadsworth & Brooks/Cole.

Abramowitz, M. and Stegun, I. A. (1972) Handbook of Mathematical Functions. New York: Dover. Chapter 6: Gamma and Related Functions.

Johnson, N. L., Kotz, S. and Balakrishnan, N. (1995) Continuous Univariate Distributions, volume 2, especially chapter 25. Wiley, New York.

See Also

Distributions for other standard distributions.

beta for the Beta function.

Examples

x <- seq(0, 1, length=21)
dbeta(x, 1, 1)
pbeta(x, 1, 1)