Processing math: 100%

$\alpha=$		$\beta=$
$x=$		P(X > x) = P(X < x) =

This applet computes probabilities and percentiles for beta random variables: $$X \sim Beta(\alpha, \beta)$$

Directions

• Enter the shape $\alpha$ and the shape $\beta$.
• To compute a left-tail probability, select $P(X \lt x)$ from the drop-down box, enter a numeric $x$ value in the blue box and press "Enter" or "Tab" on your keyboard. The probability $P(X \lt x)$ will appear in the pink box. Select $P(X \gt x)$ from the drop-down box for a right-tail probability.
• To determine a percentile, enter the percentile (e.g. use 0.8 for the 80th percentile) in the pink box and select $P(X \lt x)$ from the drop-down box and press "Tab" or "Enter" on your keyboard. The percentile $x$ will appear in the blue box.

On the graph, the $x$ value appears in blue while the probability is shaded in pink.

Details

• Probability density function $$f(x)=\frac{\Gamma(\alpha+\beta)}{\Gamma(\alpha)\Gamma(\beta)} x^{\alpha-1} (1-x)^{\beta-1}$$ where $0 \le x \le 1$, $\alpha > 0$, and $\beta > 0$
• $\mu=E(X)=\frac{\alpha}{\alpha+\beta}$
• $\sigma^2=Var(X)=\frac{\alpha\beta}{(\alpha+\beta)^2(\alpha+\beta+1)}$
• $\sigma=SD(X)=\sqrt{\frac{\alpha\beta}{(\alpha+\beta)^2(\alpha+\beta+1)}}$