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In probability theory and statistics, the beta prime distribution (also known as inverted beta distribution or beta distribution of the second kind [1]) is an absolutely continuous probability distribution. If [,] has a beta distribution, then the odds has a beta prime distribution.
The formulation of the beta distribution discussed here is also known as the beta distribution of the first kind, whereas beta distribution of the second kind is an alternative name for the beta prime distribution. The generalization to multiple variables is called a Dirichlet distribution.
The beta family includes the beta of the first and second kind [7] (B1 and B2, where the B2 is also referred to as the Beta prime), which correspond to c = 0 and c = 1, respectively. Setting =, = yields the standard two-parameter beta distribution.
The Beta distribution on [0,1], a family of two-parameter distributions with one mode, of which the uniform distribution is a special case, and which is useful in estimating success probabilities. The four-parameter Beta distribution, a straight-forward generalization of the Beta distribution to arbitrary bounded intervals [,].
The F-distribution is a particular parametrization of the beta prime distribution, which is also called the beta distribution of the second kind. The characteristic function is listed incorrectly in many standard references (e.g., [3]). The correct expression [7] is
The Type I cumulative distribution function is usually represented as a Poisson mixture of central beta random variables: [1] = = (+,),where λ is the noncentrality parameter, P(.) is the Poisson(λ/2) probability mass function, \alpha=m/2 and \beta=n/2 are shape parameters, and (,) is the incomplete beta function.
The log-t distribution is a special case of the generalized beta distribution of the second kind. [ 1 ] [ 3 ] [ 4 ] The log-t distribution is an example of a compound probability distribution between the lognormal distribution and inverse gamma distribution whereby the variance parameter of the lognormal distribution is a random variable ...
This is also known as the confluent hypergeometric function of the first kind. There is a different and unrelated Kummer's function bearing the same name. Tricomi's (confluent hypergeometric) function U(a, b, z) introduced by Francesco Tricomi , sometimes denoted by Ψ(a; b; z), is another solution to Kummer's equation. This is also known as ...