Question: Consider the beta distribution with parameters (a, b). Show that a. When a > 1 and b > 1, the density is unimodal (that is,

Consider the beta distribution with parameters (a, b). Show that

a. When a > 1 and b > 1, the density is unimodal (that is, it has a unique mode) with mode equal to (a - 1)/(a +b - 2);

b. When a ≤ 1, b ≤ 1, and a + b < 2, the density is either unimodal with mode at 0 or 1 or U-shaped with modes at both 0 and 1;

c. When a = 1 = b, all points in [0, 1] are modes.

Step by Step Solution

3.36 Rating (168 Votes )

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock

a When a 1 and b 1 the beta distribution is given by the probability density function fx xa11xb1Bab ... View full answer

blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related A First Course In Probability Questions!