beta distribution

(55 minutes to learn)

Summary

The beta distribution is a probability distribution over the unit interval. It is most commonly used in Bayesian statistics as the conjugate prior for the Bernoulli distribution.

Context

This concept has the prerequisites:

Goals

  • Know the PDF of the beta distribution
  • Be able to compute the expectation of a beta random variable
  • Express the uniform distribution as a special case of the beta distribution

Core resources (read/watch one of the following)

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Supplemental resources (the following are optional, but you may find them useful)

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See also