by Marco Taboga, PhD
The Beta function is a function of two variables that is often found in probability theory and mathematical statistics (for example, as a normalizing constant in the probability density functions of the F distribution and of the Student's t distribution). We report here some basic facts about the Beta function.
Table of contents
Definition
Integral representations
Integral between zero and infinity
Integral between zero and one
More details
Incomplete Beta function
Solved exercises
Exercise 1
Exercise 2
Exercise 3
Definition
The following is a possible definition of the Beta function:
Definition The Beta function is a function defined as follows:where is the Gamma function.
While the domain of definition of the Beta function can be extended beyond the set of couples of strictly positive real numbers (for example to couples of complex numbers), the somewhat restrictive definition given above is more than sufficient to address all the problems involving the Beta function that are found in these lectures.
Integral representations
The Beta function has several integral representations, which are sometimes also used as a definition of the Beta function, in place of the definition we have given above. We report here two often used representations.
Integral between zero and infinity
The first representation involves an integral from zero to infinity:
Proof
Integral between zero and one
Another representation involves an integral from zero to one:
Proof
Note that the two representations above involve improper integrals that converge if and : this might help you to see why the arguments of the Beta function are required to be strictly positive.
More details
The following sections contain more details about the Beta function.
Incomplete Beta function
The integral representation of the Beta functioncan be generalized by substituting the upper bound of integration () with a variable ():The function thus obtained is called incomplete Beta function.
Solved exercises
Below you can find some exercises with explained solutions.
Exercise 1
Compute the following product:where is the Gamma function and is the Beta function.
Solution
We need to write the Beta function in terms of Gamma functions:where we have used several elementary facts about the Gamma function, that are explained in the lecture entitled Gamma function.
Exercise 2
Compute the following ratiowhere is the Beta function.
Solution
This is achieved by rewriting the numerator of the ratio in terms of Gamma functions and using the recursive formula for the Gamma function:
Exercise 3
Compute the following integral:
Solution
We need to use the integral representation of the Beta function:Now, write the Beta function in terms of Gamma functions:Substituting this number into the previous expression for the integral, we obtainIf you wish, you can check the above result by using the following MATLAB commands:
syms x
f=(x^(3/2))*((1+2*x)^-5)
int(f,0,Inf)
How to cite
Please cite as:
Taboga, Marco (2021). "Beta function", Lectures on probability theory and mathematical statistics. Kindle Direct Publishing. Online appendix. https://www.statlect.com/mathematical-tools/beta-function.
FAQs
The beta function in Mathematics explains the association between the set of inputs and the outputs. Each input value the beta function is strongly associated with one output value. The beta function plays a major role in many mathematical operations.
What is the beta and gamma function? ›
The gamma function is a nonintegral generalisation of the factorial function created by Swiss mathematician Leonhard Euler in the 18th century. Beta is a two-variable function, whereas gamma is a single-variable function. For Regge trajectories, the beta function is utilised to compute and depict scattering amplitude.
What is the conclusion of the beta function? ›
Conclusion. We study, The Beta function, commonly known as the first kind of Euler's integrals, is a unique function. In the domains of real numbers, the beta function is defined. “β” is the symbol for it.
Who gave beta function? ›
The Beta function was first studied by Euler and Legendre and was given its name by Jacques Binet. Just as the gamma function for integers describes fac! torials, the beta function can define a binomial coeffi !
What does beta tell us in statistics? ›
Beta is a measure of a stock's volatility in relation to the overall market. By definition, the market, such as the S&P 500 Index, has a beta of 1.0, and individual stocks are ranked according to how much they deviate from the market. A stock that swings more than the market over time has a beta above 1.0.
What are the applications of beta function in real life? ›
Beta function helps update beliefs with new data, especially in fields like finance or medicine. It's used to predict how long things will last or how often they might fail. Beta function helps in assessing and improving manufacturing processes by modeling defect rates.
What is the purpose of the gamma function? ›
The Gamma function is a generalization of the factorial function to non-integer numbers. It is often used in probability and statistics, as it shows up in the normalizing constants of important probability distributions such as the Chi-square and the Gamma.
What is the relationship between gamma and beta? ›
Claim: The gamma and beta functions are related as b(a, b) = Γ(a)Γ(b) Γ(a + b) . = -u. Also, since u = x + y and v = x/(x + y), we have that the limits of integration for u are 0 to с and the limits of integration for v are 0 to 1.
Is beta the same as gamma? ›
Gamma rays (γ) are weightless packets of energy called photons. Unlike alpha and beta particles, which have both energy and mass, gamma rays are pure energy. Gamma rays are similar to visible light, but have much higher energy. Gamma rays are often emitted along with alpha or beta particles during radioactive decay.
What is the significance of beta? ›
Beta (β) is the second letter of the Greek alphabet used in finance to denote the volatility or systematic risk of a security or portfolio compared to the market, usually the S&P 500 which has a beta of 1.0. Stocks with betas higher than 1.0 are interpreted as more volatile than the S&P 500.
If a stock had a beta of 0.5, we would expect it to be half as volatile as the market: A market return of 10% would mean a 5% gain for the company. Here is a basic guide to beta levels: Negative beta: A beta less than 0, which would indicate an inverse relation to the market, is possible but highly unlikely.
What is the beta distribution in simple terms? ›
In probability and statistics, the Beta distribution is considered as a continuous probability distribution defined by two positive parameters. It is a type of probability distribution which is used to represent the outcomes or random behaviour of proportions or percentage.
What is the importance of beta function? ›
The beta function (also known as Euler's integral of the first kind) is important in calculus and analysis due to its close connection to the gamma function, which is itself a generalization of the factorial function. Many complex integrals can be reduced to expressions involving the beta function.
What is the theory of beta function? ›
In theoretical physics, specifically quantum field theory, a beta function, β(g), encodes the dependence of a coupling parameter, g, on the energy scale, μ, of a given physical process described by quantum field theory.
What does the beta function prove? ›
The Beta Function is a one-of-a-kind function, often known as the first type of Euler's integrals. "β" is the notation used to represent it. The Beta Function is represented by (p, q), where p and q are both real values. It clarifies the relationship between the inputs and outputs.
What is the function of beta distribution? ›
The Beta distribution can be used to analyze probabilistic experiments that have only two possible outcomes: success, with probability. ; failure, with probability.
What is the beta function of a particle accelerator? ›
The beta function in accelerator physics is a function related to the transverse size of the particle beam at the location s along the nominal beam trajectory.
What is the beta function in quantum mechanics? ›
Quantum electrodynamics
This beta function tells us that the coupling increases with increasing energy scale, and QED becomes strongly coupled at high energy. In fact, the coupling apparently becomes infinite at some finite energy, resulting in a Landau pole.
What is the beta rank function? ›
The BRF is a two-parameter rank-size function (inverse survival function) defined by: x ( u ) = A ( 1 − u ) b u a , (3) where u ∈ ( 0 , 1 ] and a , b ≥ 0 are free parameters. The parameter A is related to the scale of the data: it can be estimated from the data or, if the data is re-scaled, can be simply set to 1.