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} & \text\ \alpha>3 \\ \infty & \text\ \end | kurtosis = | entropy = | mgf = undefined | char = }} 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 : where : then the marginal distribution of ''X'' is a beta negative binomial distribution: : In the above, NB(''r'', ''p'') is the negative binomial distribution and B(''α'', ''β'') is the beta distribution. Recurrence relation ==Definition== If is an integer, then the PMF can be written in terms of the beta function,: :. More generally the PMF can be written :. 抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Beta negative binomial distribution」の詳細全文を読む スポンサード リンク
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