Beta and Gamma Function

Deepika Singh Implementation in R

Deepika Singh
Jan 15, 2020 • 13 Min read • 4,498 Views

Jan 15, 2020 • 13 Min read • 4,498 Views

Data R

Introduction
Introduction

Introduction Beta and gamma functions are special

Beta Function in R mathematical functions in R. It is important for
Extensions of Beta machine learning practitioners to learn these
Function
functions because of their wide application in
Gamma Function in R
Extensions of Gamma machine learning and statistics.
Function
Conclusion Beta Function
Top
In mathematics, the beta function, also called the
Euler integral of the first kind, is a special function
that was studied by Euler and Legendre and
named by Jacques Binet. Beta function is a
component of beta distribution, which in statistical
terms, is a dynamic, continuously updated
probability distribution with two parameters. Its
most common use in machine learning is modeling
uncertainty about the probability of success of a
given experiment. Beta function finds its
applications in nuclear physics, where many
properties of the strong nuclear force are
described by the Euler beta-function. The function
is also used in modeling portfolio management
through the preferential attachment process.

Gamma Function

In mathematics, the gamma function is an

extension of the factorial function to complex
numbers. The gamma function is defined for all
complex numbers except the non-positive
integers. It is extensively used to define several
probability distributions, such as Gamma
distribution, Chi-squared distribution, Student's t-
distribution, and Beta distribution to name a few.
These distributions are then used for Hypothesis
Testing, Bayesian Analysis, building statistical
models like LDA (Latent Dirichlet Allocation), and
in stochastic processes.

In this guide, you will learn how to perform beta

and gamma function implementation in R.

Beta Function in R
The beta function in R can be implemented using
the beta(a,b) function, where a and b are non-
negative numeric vectors. Similarly, the function
lbeta(a,b) returns the natural logarithm of the
beta function. The lines of code below provide an
illustration.
 {r}
beta(2,3)
1
2 lbeta(1,3)
3
4 x1 <- c(2,4, 6)
5 y1 <- c(7,5,9)
6 beta(x1,y1)
7 lbeta(x1,y1)
8

Output:

1 [1] 0.08333333
2
3 [1] -1.098612
4
5 [1] 1.785714e-02 3.571429e-03 5.550006e-05
6
7 [1] -4.025352 -5.634790 -9.799127

It is to be noted that any negative argument will

not produce a result, as shown below.

{r}
1 beta(-1,2)

Output:

1 NaNs produced[1] NaN

The beta function is also used in Beta Distribution,

which is a bounded continuous distribution with
values between 0 and 1. Because of this, it is often
used in uncertainty problems associated with
proportions, frequency or percentages. The
important properties of the beta distribution are
summarized below.
 1. The mean of the beta distribution is
alpha/(alpha+beta) .
2. The maximum is calculated as (alpha
-1)/(alpha + beta - 2)
3. Variance is (alpha * beta)/((alpha+beta)^2
* (alpha + beta + 1))
4. When alpha and beta are both one, the
distribution takes the shape of a uniform
distribution.
5. The beta distribution can be unimodal when
alpha and beta are both greater than one, or
bimodal when both alpha and beta are greater
than zero but smaller than one.

Extensions of Beta Function

There are several extensions of the beta function
in beta distribution as discussed below.

1. dbeta : This function returns the corresponding

beta density values for a vector of quantiles.
The syntax is dbeta(x, shape1, shape2, ncp
= 0, log = FALSE) , which takes the following
arguments.

x: vector of quantiles
shape1, shape2: non-negative parameters of the
Beta distribution
ncp: non-centrality parameter
log: logical; if TRUE

The code below illustrates the usage. The first line

of code specifies the x-values for beta function.
The second line applies the dbeta function that
will return the values of the beta density
corresponding to our specified arguments. The
third line plots the distribution.
 {r}
b1 <- seq(0, 1, by = 0.02)

1 by1 <- dbeta(b1, shape1 = 5, shape2 = 20)

2
3 plot(by1)
4
5

Output:

The above plot represents a right-skewed

distribution because the argument shape 2 is
greater than shape 1 . If we reverse the values,
we'll get a left-skewed distribution, as is shown
below.

{r}
1 by2 <- dbeta(b1, shape1 = 20, shape2 = 5)
2
3 plot(by2)

Output:
2. pbeta : This function returns the cumulative
distribution function of the beta distribution.
The syntax is pbeta(q, shape1, shape2, ncp
= 0, lower.tail = TRUE, log.p = FALSE) ,
which takes the following arguments.

q: vector of quantiles
shape1, shape2: non-negative parameters of the
Beta distribution
ncp: non-centrality parameter
lower.tail: logical; if TRUE (default),
probabilities are PX???x, otherwise, PX>x
log, log.p: logical; if TRUE, probabilities p are
given as log(p)

The code below illustrates the usage. The first line

of code specifies the x-values for beta function.
The second line applies the dbeta function that
will return the values of the beta density that
correspond to our specified arguments. The third
line plots the distribution.

{r}
1 b2 <- seq(0, 1, by = 0.02)
2
3 by2 <- pbeta(b2, shape1 = 4, shape2 = 6)
4
5 plot(by2)
Output:

3. qbeta : This function returns the values of the

beta quantile function. The syntax in R is
qbeta(p, shape1, shape2, ncp = 0,
lower.tail = TRUE, log.p = FALSE) , which
takes the following arguments.

p: vector of probabilities
shape1, shape2: non-negative parameters of the
Beta distribution
ncp: non-centrality parameter.
lower.tail: logical; if TRUE (default),
probabilities are PX<=x, otherwise, PX>x
log, log.p: logical; if TRUE, probabilities p are
given as log(p)

The code below illustrates the usage and plots the

distribution.

{r}
1 b3 <- seq(0, 1, by = 0.01)
2
3 by3 <- qbeta(b3, shape1 = 4, shape2 = 6)
4
5 plot(by3)
Output:

4. rbeta : This function is used to generate

random numbers from the beta density. The
syntax in R is rbeta(n, shape1, shape2, ncp
= 0) , which takes the following arguments.

n: number of observations
shape1, shape2: non-negative parameters of the
Beta distribution
ncp: non-centrality parameter

The code below illustrates the usage. Since we are

generating random numbers, we will have to set
the seed for reproducibility. This is done in the first
line of code below, while the second line specifies
the sample size. The third line of code below
draws the beta distribution values, while the fourth
line plots it.

{r}
1 set.seed(100)
2 n = 1000
3 b4 <- rbeta(n, shape1 = 2, shape2 = 8)
4 plot(density(b4), main = "Plot")
5
Output:

Gamma Function in R
The gamma function in R can be implemented
using the gamma(x) function, where the argument
x represents a non-negative numeric vector. It is
to be noted that any negative argument will not
produce a result, as shown below. The code below
provides an illustration.

{r}
1 gamma(10)
2
3 gamma(-1)

Output:

1 [1] 362880
2
3 NaNs produced[1] NaN
The gamma function is also used in Gamma
Distribution, which is a continuous probability
distribution that has only one mode and is always
positive.

The major properties of gamma distribution are as

follows.

1. The distribution is bounded at the lower end by

zero, while it is not bounded at the upper end.
2. The mean is equal to alpha * beta .
3. The variance is equal to alpha*beta^2 .
4. When alpha is greater than 1, the gamma
distribution is unimodal with the mode at
(alpha - 1) * beta .
5. As alpha tends to infinity, the gamma
distribution tends to approximate towards
normal distribution. When alpha is one, it tends
to take the shape of exponential distribution.

Extensions of Gamma Function

There are several extensions of the gamma

function as discussed below.

1. dgamma : This function returns the

corresponding gamma density values for a
vector of quantiles. The syntax in R is
dgamma(x, alpha, rate = 1/beta) , which
takes the following arguments.

x: vector of quantiles
alpha, beta: parameters of the gamma
distribution
rate: an alternative way to specify the scale
scale: the scale parameter, must be positive

The code below illustrates the usage. The first two

lines of code below specify the parameter of the
gamma distribution. The third and fourth line
calculate its mean and standard deviation, while
the fifth line prints the values.

{r}
1 alpha = 2
2 beta = 10
3 mean = alpha * beta
4 std = sqrt(alpha*beta^2)
5 print(mean); print(std)

Output:

1 [1] 20
2
3 [1] 14.14214

The mean of the gamma distribution is 20 and the

standard deviation is 14.14. We will plot the gamma
distribution with the lines of code below.

{r}
1 range = seq(0, mean + 4*std, 0.02)
2 gy1 = dgamma(range, alpha, rate = 1/beta)
3 plot(range, gy1, type ="l")

Output:
2. pgamma : This function returns the cumulative
probability of the gamma distribution. Suppose
the distribution we generated in the previous
step represents the salary of the sample taken
from a population, and we want to find out the
probability that the salary is below 20. This can
be achieved with the pgamma function.

The lines of code below calculate this probability,

which comes out to 0.59, which is understandable
as the value of 20 captures a large portion of the
distribution area. Alternatively, we can find the
probability that the salary of an individual will be
greater than 20 using the second code below.

{r}
1 pgamma(20, alpha, rate = 1/beta)
2
3 1 - pgamma(20, alpha, rate = 1/beta)

Output:

1 [1] 0.5939942
2
3 [1] 0.4060058
3. qgamma : This function returns the quantile of
the distribution. If we want to find the median
(50th percentile) of the above distribution, we
can use the following command. The median
comes out to be 16.8, which is smaller than the
mean.

{r}
1 qgamma(0.5, alpha, rate = 1/beta)

Output:

1 [1] 16.78347

4. rgamma : This function is used to generate

random numbers from the gamma distribution.
The code below illustrates the usage. The first
line of code sets the seed for reproducibility,
while the second line specifies the sample size.
The third line of code below draws the random
distribution values, while the fourth line plots
the distribution.

{r}
1 set.seed(100)
2 n = 1000
3 g4 <- rgamma(n, alpha, rate = 1/beta)
4 plot(density(g4), main = "Plot")
5

Output:
Conclusion
In this guide, you learned the concepts and
implementation of beta and gamma function in R.
You also learned the properties and usage of these
functions in beta and gamma distribution, which is
used in many statistical, mathematical, and
machine learning applications.

To learn more about data science with R, please

refer to the following guides:

1. Interpreting Data Using Descriptive Statistics

with R
2. Interpreting Data Using Statistical Models with
R
3. Time Series Forecasting Using R
4. Hypothesis Testing - Interpreting Data with
Statistical Models
5. Machine Learning with Text Data Using R
6. Visualization of Text Data Using Word Cloud in
R
7. Exploring Data Visually with R
 8. Coping with Missing, Invalid and Duplicate Data
in R
9. Reshaping Data with R
10. Working with Data Types in R
11. Splitting and Combining Data with R
12. Linear, Lasso, and Ridge Regression with R
13. Binomial Coefficient Analysis with R