R: The Beta Distribution

Beta {stats} | R Documentation

## 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

`x, q` | vector of quantiles.
`p` | vector of probabilities.
`n` | number of observations. If `length(n) > 1`, the length is taken to be the number required.
`shape1, shape2` | non-negative parameters of the Beta distribution.
`ncp` | non-centrality parameter.
`log, log.p` | logical; if TRUE, probabilities p are given as log(p).
`lower.tail` | logical; if TRUE (default), probabilities are P[X ≤ x], otherwise, P[X > x].

### 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)). These moments and all distributional properties can be defined as limits (leading to point masses at 0, 1/2, or 1) when a or b are zero or infinite, and the corresponding `[dpqr]beta()` functions are defined correspondingly.

`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`).

I_x(a,b)

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.

The length of the result is determined by `n` for `rbeta`, and is the maximum of the lengths of the numerical arguments for the other functions.

The numerical arguments other than `n` are recycled to the length of the result. Only the first elements of the logical arguments are used.

### 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)

    ## Visualization, including limit cases:
    pl.beta <- function(a,b, asp = if(isLim) 1, ylim = if(isLim) c(0,1.1)) {
      if(isLim <- a == 0 || b == 0 || a == Inf || b == Inf) {
        eps <- 1e-10
        x <- c(0, eps, (1:7)/16, 1/2+c(-eps,0,eps), (9:15)/16, 1-eps, 1)
      } else {
        x <- seq(0, 1, length = 1025)
      }
      fx <- cbind(dbeta(x, a,b), pbeta(x, a,b), qbeta(x, a,b))
      f <- fx; f[fx == Inf] <- 1e100
      matplot(x, f, ylab="", type="l", ylim=ylim, asp=asp,
              main = sprintf("[dpq]beta(x, a=%g, b=%g)", a,b))
      abline(0,1,     col="gray", lty=3)
      abline(h = 0:1, col="gray", lty=3)
      legend("top", paste0(c("d","p","q"), "beta(x, a,b)"),
             col=1:3, lty=1:3, bty = "n")
      invisible(cbind(x, fx))
    }
    pl.beta(3,1)

    pl.beta(2, 4)
    pl.beta(3, 7)
    pl.beta(3, 7, asp=1)

    pl.beta(0, 0)   ## point masses at  {0, 1}

    pl.beta(0, 2)   ## point mass at 0 ; the same as
    pl.beta(1, Inf)

    pl.beta(Inf, 2) ## point mass at 1 ; the same as
    pl.beta(3, 0)

    pl.beta(Inf, Inf)# point mass at 1/2

[Package stats version 3.1.2 Index]