Beta Distribution

There are two types of Beta distribution i). Beta distribution of First kind and ii), beta
distribution of second kind.

Beta Distribution of First Kind

A continuous r.v. X is said to follow Beta distribution of first kind if the pdf of X is as
follows

 1
 x  1 (1  x) 1 ; (  , )  0; 0  x  1
f ( x)   B(  , )
0; otherwise


Here B( , ) is Beta function. It is a two parameters distribution  , and denoted as

X ~ 1 ( , ) .

Mean and Variance

 
mean =   and variance is  2 
  (    ) (     1)
2

Beta Distribution of Second Kind

A continuous r.v. X is said to follow Beta distribution of second kind if the pdf of X is as
follows

 1 x  1
 ; (  , )  0; 0  x  1
f ( x)   B(  , ) (1  x)  
0; otherwise


Here B( , ) is Beta function. It is a two parameters distribution  , and denoted as

X ~  2 ( , ) .

beta distribution of second kind can be transformed to Beta distribution of first kind using the
1 1
transformation 1  x   y 
y 1 x

Mean and Variance

  (     1)
mean =   and variance is  2 
 1 (  1) 2 (  2)