mkl_random.MKLRandomState.beta

MKLRandomState.beta(a, b, size=None)

Draw samples from a Beta distribution.

The Beta distribution is a special case of the Dirichlet distribution and is related to the Gamma distribution. It has the probability distribution function

\[f(x; a,b) = \frac{1}{B(\alpha, \beta)} x^{\alpha - 1} (1 - x)^{\beta - 1},\]

where the normalisation, B, is the beta function,

\[B(\alpha, \beta) = \int_0^1 t^{\alpha - 1} (1 - t)^{\beta - 1} dt.\]

It is often seen in Bayesian inference and order statistics.

Parameters:
afloat or array_like of floats

Alpha, non-negative.

bfloat or array_like of floats

Beta, non-negative.

sizeint or tuple of ints, optional

Output shape. If the given shape is, e.g., (m, n, k), then m * n * k samples are drawn. Default is None, in which case a single value is returned.

Returns:
outndarray

Array of the given shape, containing values drawn from a Beta distribution.