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\!| cdf = where is the incomplete beta function| mean =| median =| mode =| variance =| skewness =| kurtosis =| entropy =| mgf =| char =| }} In probability theory and statistics, the beta prime distribution (also known as inverted beta distribution or beta distribution of the second kind〔Johnson et al (1995), p248〕) is an absolutely continuous probability distribution defined for with two parameters α and β, having the probability density function: : where ''B'' is a Beta function. The cumulative distribution function is : where ''I'' is the regularized incomplete beta function. The expectation value, variance, and other details of the distribution are given in the sidebox; for , the excess kurtosis is :. While the related beta distribution is the conjugate prior distribution of the parameter of a Bernoulli distribution expressed as a probability, the beta prime distribution is the conjugate prior distribution of the parameter of a Bernoulli distribution expressed in odds. The distribution is a Pearson type VI distribution.〔 The mode of a variate ''X'' distributed as is . Its mean is if (if the mean is infinite, in other words it has no well defined mean) and its variance is if . For 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 prime distribution」の詳細全文を読む スポンサード リンク
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