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Beta Binomial Distribution


A beta binomial distribution is a discrete distribution obtained by mixing a binomial distribution with a beta distribution for its probability parameter p. For positive parameters alpha and beta and a nonnegative integer n, its probability mass function for x=0, ..., n is

 P(x)=(B(x+alpha,n-x+beta)(n; x))/(B(alpha,beta)),
(1)

where B(a,b) is the beta function and (n; k) is a binomial coefficient. For integer x with 0<=x<n, the distribution function is

 D(x)=1-(nB(beta+n-x-1,alpha+x+1)Gamma(n)F_n(alpha,beta;x))/(B(alpha,beta)B(n-x,x+2)Gamma(n+2)),
(2)

where Gamma(n) is a gamma function and

 F_n(alpha,beta;x)
 =_3F_2(1,alpha+x+1,-n+x+1;x+2,-beta-n+x+2;1)
(3)

is a terminating generalized hypergeometric function. For real arguments between 0 and n, D(x)=D(|_x_|), where |_x_| is the floor function. The endpoint values are D(x)=0 for x<0 and D(x)=1 for x>=n.

It is implemented as BetaBinomialDistribution[alpha, beta, n].

The first few raw moments are

mu_1^'=(nalpha)/(alpha+beta)
(4)
mu_2^'=(nalpha[n(1+alpha)+beta])/((alpha+beta)(1+alpha+beta))
(5)
mu_3^'=(nalpha[n^2(1+alpha)(2+alpha)+3n(1+alpha)beta+beta(beta-alpha)])/((alpha+beta)(1+alpha+beta)(2+alpha+beta)),
(6)

giving the mean and variance as

mu=(nalpha)/(alpha+beta)
(7)
sigma^2=(nalphabeta(n+alpha+beta))/((alpha+beta)^2(1+alpha+beta)).
(8)

See also

Beta Distribution, Binomial Distribution

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Cite this as:

Weisstein, Eric W. "Beta Binomial Distribution." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/BetaBinomialDistribution.html

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