Grupo CDPYE-UGR Distribuci on betaproman/Probabilidad/PDF/P_T05_TablaBeta.pdf · This work is...
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Transcript of Grupo CDPYE-UGR Distribuci on betaproman/Probabilidad/PDF/P_T05_TablaBeta.pdf · This work is...
This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivs 2.5 License.
BY: Grupo CDPYE-UGR
Distribucion beta
Notacion y parametros X ∼ Beta(p, q); p, q > 0
Funcion de densidad
Graficas
fX(x) =
1
β(p, q)xp−1(1− x)q−1 0 < x < 1 β(p, q) =
∫ 1
0
xp−1(1− x)q−1dx
Funcion beta
0 en otro caso
Funcion de distribucion FX(x) =
0 x < 0∫ x
0
1β(p, q)
tp−1(1− t)q−1dt 0 ≤ x < 1
1 x ≥ 1
Funcion generatriz de momentos MX(t) =+∞∑k=0
Γ(p+ k)Γ(p+ q)Γ(p+ q + k)Γ(p)
tk
k!, t ∈ R Calculo
Momentos mk = E[Xk] =Γ(p+ k)Γ(p+ q)Γ(p+ q + k)Γ(p)
, ∀k ∈ N Calculo
Media y varianza m1 = E[X] =p
p+ qy µ2 = V ar[X] =
pq
(p+ q)2(p+ q + 1)Calculo
Propiedad de simetrıa X ∼ Beta(p, q) ⇔ Y = 1−X ∼ Beta(q, p) Demostracion