Beta Distribution Mean and Variance Proof

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  • Опубліковано 8 лип 2024
  • In this video I derive the Mean and Variance of the Beta Distribution. I also provide a shortcut formula to allow for the derivation of the moments of the Beta Distribution in a more timely manner.
    The Mean and Variance of the Beta Distribution is easily derived by the realization that we can transform the Integral of the product of x with pdf into some constants multiplied by the integral over the entire support of a new Beta Distribution's pdf.
    #Mean
    #Variance
    #Beta
    0:00 Introduction: PDF and Insights
    2:23 Deriving the Mean
    8:15 Mean of Beta Distribution
    8:30 An equation for the Moments
    10:02 Deriving the second Moment
    12:06 Second Moment's Formula
    12:45 Deriving the Variance
    14:50 Variance of Beta Distribution

КОМЕНТАРІ • 5

  • @arefcr7
    @arefcr7 7 місяців тому +1

    Great explanation. Thank you for this tutorial.

  • @santiagolicea3814
    @santiagolicea3814 Рік тому +4

    I think you forgot to explain that the a+1 actually comes in from multiplying the x^1 * x^(a-1) = x^(a+1)-1

  • @fredynyanga1691
    @fredynyanga1691 Рік тому

    Congratulations sir you so genius

  • @ologunshadrach7570
    @ologunshadrach7570 Рік тому +1

    Your works are too rough bro