The Beta Distribution

Free SOA Exam P (Probability) lesson in Univariate Random Variables. 9 min read, ~1,340 words.

Beta( ) on: density proportional to. Mean:. Variance:. Read off the density: the power on is; the power on is. The exam gives the density; the skill is integrating it for a mean, a moment, or a probability. Special cases: Beta(1,1) is Uniform(0,1); order statistics of uniforms are beta.

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