# Beta Distribution The **Beta Distribution** can be thought of [as a distribution over things that can be probabilities](https://youtu.be/CEVELIz4WXM?t=401) (this is also mentioned in chapter 7 of Bayesian Methods for Hackers, pg 195). The Beta Distribution specific deals with scenarios in which we are only dealing with *two things*. For instance, the probability of observing a heads or a tails. Let us define the following: $p_h = \text{probability of heads}$ $p_t = \text{probability of tails}$ With a *constraint*: $p_h + p_t = 1$ This allows us to effectively only need to model one of the probabilities, since the constraint allows us to determine the other. ### Density Function The Beta Distribution has the following probability density function: $ f(x; \alpha, \beta) = \frac{ x^{\alpha - 1} (1-x)^{\beta - 1} } {B(\alpha, \beta)} $ Where $B$ is the **Beta Function**: $B(x, y) = \int_0^1 t^{x - 1} (1 - t)^{y - 1}dt$ ### Visual ![](Pasted%20image%2020220510135651.png) --- Date: 20220510 Links to: Tags: References: * []() ### Anki START Basic What distribution should be used when trying to model the probability parameter, $p$, of a **bernoulli distribution**? Back: Beta Distribution Tags: math <!--ID: 1652213501446--> END