For three of the beta distribution functions in R the parameters defining the distribution are alpha, beta and 'ncp'. Pretty trivially, there is no bijection between these three and the mean and variance, but for the special case of ncp = 0, I think there is. Rather than just write it down, it's probably a good idea to see how to get it. Note that mu = alpha/(alpha+beta) s2 = alpha*beta/((alpha+beta)^2*(alpha+beta+1)) = mu*(1-mu)/(alpha+beta+1) So as an intermediate result put alpha + beta = mu*(1-mu)/s2 - 1 (= ab, say, which must be positive or you are in trouble) giving alpha = mu*ab beta = (1-mu)*ab Go forth and write your versions of the (central) beta distribution support functions... Bill Venables. -----Original Message----- From: r-help-bounces at stat.math.ethz.ch [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Tolga Uzuner Sent: Monday, 11 April 2005 9:01 AM To: tolga at coubros.com Cc: r-help at stat.math.ethz.ch Subject: [R] Re: beta distribution in terms of it's mean and standarddeviation
Tolga Uzuner wrote:
Hi, Is the beta distribution implemented in terms of it's mean and standard deviation, as opposed to alpha and beta, in any R package ? Thanks Tolga
Hmm... answering my own question... guess there is no bijection between
{alpha,beta} and {mean,variance} which is why... ocurred to me after I
sent the question, unless someone disagrees.
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