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world:beta_distribution
The Gamma distribution has the following density
It is easy to check that and, by integration by parts, . Now, for , the Beta distribution has the density
We have to check that satisfies: . Write We first set and then, and the formula is proved. If , then Similarly, and we obtain
world/beta_distribution.txt · Last modified: 2023/04/14 14:04 by rdouc
