[R] Random Beta variates
tlumley at u.washington.edu
Mon Jun 17 05:32:14 CEST 2002
On Mon, 17 Jun 2002 Michael_Scroggie at nre.vic.gov.au wrote:
> I have been trying to use the rbeta() function to generate random beta
> variates with a particular mean and standard deviaiton for some simulation
> I am working on, however I am unsure of the relationship between the
> parameters shape1 and shape2 and the mean and standard deviation of the
> distribution. I am guessing that there is a formula for this, but I am
> unsure what it is. Can anyone advise me?
There is indeed.
mean = a / (a + b)
var = ab / [(a + b)2 (a + b + 1)]
where a=shape1, b=shape2. This is in a lot of textbooks, and
is easily Googled, and you can do an example eg
to confirm that you've got the right formula.
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