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The Beta prime distribution

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Distribution name

Beta prime distribution

Common notation

Parameters

 = shape parameter (

 = shape parameter (

Domain

Probability density function

Cumulative distribution function

Mean

Variance

Other comments

The beta prime distribution is also called the inverted beta or the beta distribution of the second kind or the Pearson Type 6 distribution. The mode of the beta prime distribution is . There is no simple closed form expression for its median.

 

Its non-central moments (for integral ) are:

 

Nematrian web functions

 

Functions relating to the above distribution may be accessed via the Nematrian web function library by using a DistributionName of “beta prime”. Functions relating to a generalised version of this distribution including additional location (i.e. shift) and scale parameters may be accessed by using a DistributionName of “beta prime4”, see also including additional shift and scale parameters. For details of other supported probability distributions see here.

 


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