最近在學習貝葉斯方面的內容,有一個例子涉及到二項分佈,然後還和beta函數,gamma函數有些關係,因爲不太熟悉,所以整理一下。
函數
wiki: https://en.wikipedia.org/wiki/Beta_distribution
In Bayesian inference, the beta distribution is the conjugate(coupled, connected, or related) prior probability distribution for the Bernoulli, binomial, negative binomial and geometric distributions.
For example, the beta distribution can be used in Bayesian analysis to describe initial knowledge concerning probability of success such as the probability that a space vehicle will successfully complete a specified mission. The beta distribution is a suitable model for the random behavior of percentages and proportions.
The probability density function (pdf) of the beta distribution, for 0 ≤ x ≤ 1, and shape parameters α, β > 0, is a power function of the variable x and of its reflection (1 − x) as follows:
where is the gamma function. The beta function, , is a normalization constant to ensure that the total probability is 1. In the above equations is a realization—an observed value that actually occurred—of a random process .
函數
wiki: https://en.wikipedia.org/wiki/Gamma_function
In mathematics, the gamma function (represented by Γ, the capital Greek alphabet letter gamma) is an extension of the factorial function, with its argument shifted down by 1, to real and complex numbers. If n is a positive integer,
=
The gamma function is defined for all complex numbers except the non-positive integers. For complex numbers with a positive real part, it is defined via a convergent improper integral:
與函數的關係
推導參考: https://blog.csdn.net/xhf0374/article/details/53946146
結論: