Beta Distribution Calculator
The beta distribution is a continuous probability distribution defined on the interval from 0 to 1, which makes it the natural model for a proportion, a rate or a probability. Its shape is set by two positive parameters, alpha and beta, often written as the number of prior successes and failures. When alpha and beta are equal the distribution is symmetric around 0.5, when alpha is larger the weight shifts towards 1, and when beta is larger the weight shifts towards 0. This calculator takes your alpha and beta and returns the summary statistics of the distribution: the mean, the variance and standard deviation, the mode where the density peaks, and the skewness that measures how lopsided the curve is. It also evaluates the probability density function (PDF) and the cumulative distribution function (CDF) at any point x you choose between 0 and 1, so you can read off the height of the curve and the probability that a random draw falls at or below that point. The beta distribution turns up constantly in Bayesian statistics as the conjugate prior for the binomial, in project scheduling under the PERT method, and in modelling conversion rates, click-through rates and component reliability. Enter alpha, beta and a value of x, and the results update as you type. All inputs must be positive, and x must sit between 0 and 1.
At x = 0.30 the probability density f(x) is 2.1609 and the cumulative probability P(X ≤ x) is 0.5798. Distribution skewness is 0.5963.
Alpha and beta must be positive and x must be between 0 and 1. The mode is defined at an interior peak only when both alpha and beta are greater than 1.
How it works
A beta distribution with shape parameters alpha and beta has probability density f(x) = x to the power (alpha minus 1), times (1 minus x) to the power (beta minus 1), divided by the beta function B(alpha, beta). The beta function is the normalising constant that makes the total area under the curve equal to 1. From the two parameters the summary statistics follow directly: the mean is alpha / (alpha + beta), the variance is (alpha times beta) / ((alpha + beta) squared times (alpha + beta + 1)), and when both parameters exceed 1 the mode is (alpha minus 1) / (alpha + beta minus 2). The cumulative probability P(X is at or below x) is the regularised incomplete beta function, computed here with a continued fraction expansion so it stays accurate across the full range.
Worked example
Take alpha = 2 and beta = 5. The mean is 2 / (2 + 5) = 0.2857, and the variance is (2 × 5) / (7² × 8) = 10 / 392 = 0.0255, so the standard deviation is 0.1597. Because both parameters are above 1, the mode sits at (2 − 1) / (2 + 5 − 2) = 0.2000. Evaluating at x = 0.30, the density is 0.3¹ × 0.7⁴ / B(2, 5) = 0.07203 / 0.03333 = 2.1609, and the cumulative probability P(X ≤ 0.30) works out to 0.5798. The positive skewness of 0.5963 confirms the longer tail runs towards the higher values.
Related calculators
- Normal Distribution Calculator: the bell curve.
- Binomial Distribution Calculator: successes in fixed trials.
- Exponential Distribution Calculator: waiting times.
- Standard Deviation Calculator: spread of a data set.
- Variance Calculator: variance from data.