Two Monotonicity Results for Beta Distribution Functions

Write pbeta(·,α,β) for the distribution function of the Beta distribution with parameters α and β. We show that α↦pbeta(α/(α+β),α,β) is decreasing and α↦pbeta(α/(α+β),α+1,β) is increasing over the positive reals, with the common limit for α→∞ expressible in terms of the Gamma distribution functions, and discuss implications for the distribution functions of the Gamma, Poisson and Binomial distributions.

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Publication Details

Journal
Entropy
Published
2024-10-31
DOI
https://doi.org/10.3390/e26110938
Primary Topic
Statistical Distribution Estimation and Applications
Type
article
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Two Monotonicity Results for Beta Distribution Functions

Kurt Hornik
Entropy
Statistical Distribution Estimation and Applications
article

Two Monotonicity Results for Beta Distribution Functions

Kurt Hornik
article en

Abstract

Write pbeta(·,α,β) for the distribution function of the Beta distribution with parameters α and β. We show that α↦pbeta(α/(α+β),α,β) is decreasing and α↦pbeta(α/(α+β),α+1,β) is increasing over the positive reals, with the common limit for α→∞ expressible in terms of the Gamma distribution functions, and discuss implications for the distribution functions of the Gamma, Poisson and Binomial distributions.

EntropyVol. 26(11)
Vienna University of Economics and Business (AT)
Openalex Percentile: Top 80%
Statistical Distribution Estimation and Applications
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Two Monotonicity Results for Beta Distribution Functions — Kurt Hornik · Entropy (2024) | TGRS Research Map | TGRS