SciPy

numpy.random.beta

numpy.random.beta(a, b, size=None)

The Beta distribution over [0, 1].

The Beta distribution is a special case of the Dirichlet distribution, and is related to the Gamma distribution. It has the probability distribution function

System Message: WARNING/2 (f(x; a,b) = \frac{1}{B(\alpha, \beta)} x^{\alpha - 1} (1 - x)^{\beta - 1}, )

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where the normalisation, B, is the beta function,

System Message: WARNING/2 (B(\alpha, \beta) = \int_0^1 t^{\alpha - 1} (1 - t)^{\beta - 1} dt. )

latex exited with error [stdout] This is pdfTeX, Version 3.1415926-2.5-1.40.14 (TeX Live 2013/TeX Live for SUSE Linux) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2011/06/27> Babel <3.9f> and hyphenation patterns for 78 languages loaded. (/usr/share/texmf/tex/latex/base/article.cls Document Class: article 2007/10/19 v1.4h Standard LaTeX document class (/usr/share/texmf/tex/latex/base/size12.clo)) (/usr/share/texmf/tex/latex/base/inputenc.sty ! LaTeX Error: File `utf8x.def’ not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: def) Enter file name: ! Emergency stop. <read *> l.131 \endinput ^^M No pages of output. Transcript written on math.log.

It is often seen in Bayesian inference and order statistics.

Parameters:

a : float

Alpha, non-negative.

b : float

Beta, non-negative.

size : int or tuple of ints, optional

Output shape. If the given shape is, e.g., (m, n, k), then m * n * k samples are drawn. Default is None, in which case a single value is returned.

Returns:

out : ndarray

Array of the given shape, containing values drawn from a Beta distribution.