(55 minutes to learn)
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.
This concept has the prerequisites:
- 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)
→ Probability and Statistics
An introductory textbook on probability theory and statistics.
Location: Section 5.10, "The beta distribution," pages 303-308
- binomial distribution
- The proof of the identity about products of gamma functions is optional.
Supplemental resources (the following are optional, but you may find them useful)
→ A First Course in Probability
An introductory probability textbook.
Location: Section 5.6.4, "The beta distribution," pages 240-241
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