Beta Distribution

docs/tutorial:stats:continuous_beta

There are two shape parameters $a, b > 0$ and the support is $x \in [0, 1]$ .

where $I (x; a, b)$ is the regularized incomplete Beta function. $f (x; a, 1)$ is also called the Power-function distribution.

l_{x} (a, b) = - N lo g Γ (a + b) + N lo g Γ (a) + N lo g Γ (b) - N (a - 1) \overline{lo g x} - N (b - 1) \overline{lo g (1 - x)}

Implementation: scipy.stats.beta