GAMMA AND BETA

DISTRIBUTION

GROUP MEMBER : SITI AISYAH BINTI RAZALI CHAN (2019336683)

NURUL ANIS SYAFIENA AHMAD ZAINUDDIN (2019336433)
QAMARUL HARIS BIN MUHAMMAD (2019593709)
DISTRIBUTION FUNCTION OF GAMMA,F(X)

CHI-SQUARE DISTRIBUTION:
 Probability density function(Pdf) of gamma f(x):

 by letting y=x/β

is equivalent to showing

well,
By multiplying β/β, we get:

By substituting y=xβ or x=yβ. Then dy=β dx or dx=dy/β *limit integration doesn’t change*

y is just dummy, therefore:

OR
 Mode of Gamma

The mode of a gamma (k,𝜃) distribution is :

Mode =

Maximize

The derivative is

which is zero when

For the alternate parametrization, the mode of Gamma (𝛼, 𝛽 ) distribution is

if 𝛼 ≥ 1
MEAN, E(X) OF GAMMA

Integrate the pdf of gamma

with y

By multiplying

in to the equation
VARIANCE, V(X) OF GAMMA

substitute the E(𝑌 2 ) into the formula:

MOMENT GENERATING FUNCTION OF GAMMA
METHOD OF MOMENT ESTIMATION OF GAMMA
MAXIMUM OF LIKELIHOOD ESTIMATOR OF GAMMA

1. Write the likelihood

2. Write the logarithm

3. Differentiate the logarithm

4. The differentiation of the logarithm is equal to zero

The maximum of likelihood estimator for gamma is :

 DISTRIBUTION FUNCTION OF BETA ,F(X)
The distribution function of a Beta random variable X is:

Proof
,
 Probability Density Function (PDF) of Beta
The Probability Density Function (PDF) for a Beta X ∼ Beta(a,b) is:

Proof,
MODE OF BETA

If α>1 and β>1, then beta distribution is mound-shaped and has an

interior peak, called the mode of the distribution. Otherwise, the
mode occurs at an endpoint.

General formula:

Mode= for α>0 and β>0

MEAN, E(X) OF BETA

since,

It can be derived as follows:

VARIANCE, V(X) OF BETA

Generally,
Therefore, variance:-
 Median of Beta
The median function denoted by m(α,β) is the function that satisfies,

Median of beta distribution for some particular values of α and β are given below:
For symmetric cases α=β , m( α, β) = 1/2
For α=1 and β>0, m( α, β) =1 - 2-1/β
For α>0 and β=1 , m( α, β) = 2−1/α
For α = 3 and β = 2, m(α,β)= 0.6142724318676105...,
the real solution to the quartic equation 1−8x3+6x4 = 0, which lies in [0,1].
For α = 2 and β = 3, m(α,β)= 0.38572756813238945..
 Moment Generating Function of Beta
The moment generating function of a Beta random variable X is defined for any (t) and is:
 Method of Moment Estimation of Beta

-Method of moment can be used to estimate the parameters which best fit the data
-we can estimate the sample mean and variance for the beta distribution by the population mean and
variance, as follows:

Let ,

and so,
 Maximum Likelihood Estimator for Beta
The likelihood function for the beta distribution is:

yielding the log likelihood,

To solve for our MLEs of α and β we take the derivative of the log likelihood
with respect to each parameter, set the partial derivatives equal to zero, and solve
for ˆαMLE and βˆMLE: