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Beta negative binomial distribution : ウィキペディア英語版
Beta negative binomial distribution
} & \text\ \alpha>3 \\
\infty & \text\ \end
| kurtosis =
| entropy =
| mgf = undefined
| char = \frac (r,\alpha;\alpha+\beta+r;e^)\! }}
In probability theory, a beta negative binomial distribution is the probability distribution of a discrete random variable ''X'' equal to the number of failures needed to get ''r'' successes in a sequence of independent Bernoulli trials where the probability ''p'' of success on each trial is constant within any given experiment but is itself a random variable following a beta distribution, varying between different experiments. Thus the distribution is a compound probability distribution.
This distribution has also been called both the inverse Markov-Pólya distribution and the generalized Waring distribution.〔Johnson et al. (1993)〕 A shifted form of the distribution has been called the beta-Pascal distribution.〔
If parameters of the beta distribution are ''α'' and ''β'', and if
:
X \mid p \sim \mathrm(r,p),

where
:
p \sim \textrm(\alpha,\beta),

then the marginal distribution of ''X'' is a beta negative binomial distribution:
:
X \sim \mathrm(r,\alpha,\beta).

In the above, NB(''r'', ''p'') is the negative binomial distribution and B(''α'', ''β'') is the beta distribution.
Recurrence relation

\left\\right\}

==Definition==
If r is an integer, then the PMF can be written in terms of the beta function,:
:f(k|\alpha,\beta,r)=\binomk\frac.
More generally the PMF can be written
:f(k|\alpha,\beta,r)=\frac\frac.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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