Beta Distribution:
Suppose x1, x2, ... , xn are n independent values of a random variable uniformly distributed within the interval [0,1]. If you sort the values in ascending order, then the k-th value will have a beta distribution with parameters a = k, b = n-k+1. The density of beta distribution is given by
|
where a > 0, b > 0; G(·) is the gamma function.
If the symbols do not display properly, try
the graphic version of this page