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BetaPrimeDistribution
represents a beta prime distribution with shape parameters p and q.
represents a generalized beta prime distribution with scale parameter β.
represents a generalized beta distribution of the second kind with shape parameter α.
Details

- BetaPrimeDistribution[1,q,1,β] is also known as the Lomax distribution.
- The probability density for value
in a beta prime distribution is proportional to
for
.
- BetaPrimeDistribution allows p, q, α, and β to be any positive real numbers.
- BetaPrimeDistribution allows β to be a quantity of any unit dimension, and p, q, and α to be dimensionless quantities. »
- BetaPrimeDistribution can be used with such functions as Mean, CDF, and RandomVariate.
Background & Context
- BetaPrimeDistribution[p,q,α,β] represents a continuous statistical distribution defined over the interval
and parametrized by four positive real numbers p, q, α, and β. The parameters p, q, and α are known as "shape parameters", β is known as a "scale parameter", and together, these parameters determine the overall shape of the probability density function (PDF) of the beta prime distribution. Depending on the values of p, q, α, and β, the PDF of the beta prime distribution may be unimodal or monotonic decreasing with potential singularities approaching the lower boundary of its domain. In addition, the tails of the PDF are "fat" in the sense that the PDF decreases algebraically rather than exponentially for large values
. (This behavior can be made quantitatively precise by analyzing the SurvivalFunction of the distribution.)
- BetaPrimeDistribution[p,q,α,β] is sometimes referred to as the generalized beta distribution of the second kind, the inverted beta distribution, or the type VI Pearson distribution (PearsonDistribution). The two- and three-argument forms BetaPrimeDistribution[p,q] and BetaPrimeDistribution[p,q,β] evaluate to BetaPrimeDistribution[p,q,1,1] and BetaPrimeDistribution[p,q,1,β], respectively, and are sometimes referred to as the standard beta prime distribution and the generalized beta prime distribution, respectively.
- In Bayesian analysis, the beta prime distribution arises as a prior distribution for binomial proportions expressed as odds. The beta prime distribution has also been found to model many real-world phenomena. For example, the beta prime distribution has proven useful in empirically estimating security returns and in the development of option pricing models. More recently, it has been applied to the modeling of insurance loss processes. Elsewhere, the long tail of the beta prime distribution has been shown to make the distribution particularly well suited to modeling the frequency of behaviors likely to transmit diseases among individuals versus the actual transmission of such diseases.
- RandomVariate can be used to give one or more machine- or arbitrary-precision (the latter via the WorkingPrecision option) pseudorandom variates from a beta prime distribution. Distributed[x,BetaPrimeDistribution[p,q,α,β]], written more concisely as xBetaPrimeDistribution[p,q,α,β], can be used to assert that a random variable x is distributed according to a beta prime distribution. Such an assertion can then be used in functions such as Probability, NProbability, Expectation, and NExpectation.
- The probability density and cumulative distribution functions may be given using PDF[BetaPrimeDistribution[p,q,α,β],x] and CDF[BetaPrimeDistribution[p,q,α,β],x]. The mean, median, variance, raw moments, and central moments may be computed using Mean, Median, Variance, Moment, and CentralMoment, respectively.
- DistributionFitTest can be used to test if a given dataset is consistent with a beta prime distribution, EstimatedDistribution to estimate a beta prime parametric distribution from given data, and FindDistributionParameters to fit data to a beta prime distribution. ProbabilityPlot can be used to generate a plot of the CDF of given data against the CDF of a symbolic beta prime distribution and QuantilePlot to generate a plot of the quantiles of given data against the quantiles of a symbolic beta prime distribution.
- TransformedDistribution can be used to represent a transformed beta prime distribution, CensoredDistribution to represent the distribution of values censored between upper and lower values, and TruncatedDistribution to represent the distribution of values truncated between upper and lower values. CopulaDistribution can be used to build higher-dimensional distributions that contain a beta prime distribution, and ProductDistribution can be used to compute a joint distribution with independent component distributions involving beta prime distributions.
- BetaPrimeDistribution is related to a number of other distributions. For example, BetaPrimeDistribution[p,q,a,b] simplifies to DagumDistribution[p,a,b] when
, to SinghMaddalaDistribution[q,a,b] when
, and to LogLogisticDistribution[a,b] when both
and
. In addition, the two-parameter form BetaPrimeDistribution[p,q] has the same PDF as the type VI Pearson distribution PearsonDistribution[6,1,f/g,1/g,1/g,0] where
and
and is related to both type II and type IV versions of ParetoDistribution.The PDF of BetaPrimeDistribution is a transformation of that of BetaDistribution, while the four-parameter version BetaPrimeDistribution[p,q,a,1] is the quotient
of two independent random variables XGammaDistribution[p,1,a,0] and YGammaDistribution[q,1,a,0]. BetaPrimeDistribution is also related to FRatioDistribution, DirichletDistribution, KumaraswamyDistribution, NoncentralBetaDistribution, and PERTDistribution.
Examples
open allclose allBasic Examples (12)Summary of the most common use cases
Probability density function of a beta prime distribution:

https://wolfram.com/xid/0e5c3ivjl42rg6-jongmz


https://wolfram.com/xid/0e5c3ivjl42rg6-du3w70


https://wolfram.com/xid/0e5c3ivjl42rg6-x2xuob

Cumulative distribution function for a beta prime distribution:

https://wolfram.com/xid/0e5c3ivjl42rg6-irx4xy


https://wolfram.com/xid/0e5c3ivjl42rg6-5no1wh


https://wolfram.com/xid/0e5c3ivjl42rg6-cllkig

Mean and variance of a beta prime distribution:

https://wolfram.com/xid/0e5c3ivjl42rg6-qpd6ob


https://wolfram.com/xid/0e5c3ivjl42rg6-gw7f20

Median of a beta prime distribution:

https://wolfram.com/xid/0e5c3ivjl42rg6-w8gy5o

Probability density function of a generalized beta prime distribution:

https://wolfram.com/xid/0e5c3ivjl42rg6-4h3x87


https://wolfram.com/xid/0e5c3ivjl42rg6-5ocu4f

Cumulative distribution function of a generalized beta prime distribution:

https://wolfram.com/xid/0e5c3ivjl42rg6-4ijf4j


https://wolfram.com/xid/0e5c3ivjl42rg6-gbiz6o

Mean and variance of a generalized beta prime distribution:

https://wolfram.com/xid/0e5c3ivjl42rg6-owdtew


https://wolfram.com/xid/0e5c3ivjl42rg6-397c

Median of a generalized beta prime distribution:

https://wolfram.com/xid/0e5c3ivjl42rg6-ocatsp

Probability density function of a generalized beta distribution of the second kind:

https://wolfram.com/xid/0e5c3ivjl42rg6-2osk2g


https://wolfram.com/xid/0e5c3ivjl42rg6-m9820l

Cumulative distribution function of a generalized beta distribution of the second kind:

https://wolfram.com/xid/0e5c3ivjl42rg6-lv745x


https://wolfram.com/xid/0e5c3ivjl42rg6-5lqo4o

Mean and variance of a generalized beta distribution of the second kind:

https://wolfram.com/xid/0e5c3ivjl42rg6-5c7ewr


https://wolfram.com/xid/0e5c3ivjl42rg6-xcqftd

Median of a generalized beta distribution of the second kind:

https://wolfram.com/xid/0e5c3ivjl42rg6-q61zz0

Scope (9)Survey of the scope of standard use cases
Generate a sample of pseudorandom numbers from a beta prime distribution:

https://wolfram.com/xid/0e5c3ivjl42rg6-nzz7to
Compare its histogram to the PDF:

https://wolfram.com/xid/0e5c3ivjl42rg6-03mwaz

Distribution parameters estimation:

https://wolfram.com/xid/0e5c3ivjl42rg6-45b7g2
Estimate the distribution parameters from sample data:

https://wolfram.com/xid/0e5c3ivjl42rg6-epi747

Compare the density histogram of the sample with the PDF of the estimated distribution:

https://wolfram.com/xid/0e5c3ivjl42rg6-f8ui5o


https://wolfram.com/xid/0e5c3ivjl42rg6-kcnlxu

For a generalized beta distribution of the second kind, skewness does not depend on β:

https://wolfram.com/xid/0e5c3ivjl42rg6-39x0zy


https://wolfram.com/xid/0e5c3ivjl42rg6-3d54si

For a generalized beta distribution of the second kind, kurtosis does not depend on β:

https://wolfram.com/xid/0e5c3ivjl42rg6-w5occx

Different moments with closed forms as functions of parameters:

https://wolfram.com/xid/0e5c3ivjl42rg6-js043h

https://wolfram.com/xid/0e5c3ivjl42rg6-rx074o

Closed form for symbolic order:

https://wolfram.com/xid/0e5c3ivjl42rg6-cq9a7c


https://wolfram.com/xid/0e5c3ivjl42rg6-pknsqa


https://wolfram.com/xid/0e5c3ivjl42rg6-zg9ct4


https://wolfram.com/xid/0e5c3ivjl42rg6-9gzmth

Different moments for a generalized beta distribution of the second kind:

https://wolfram.com/xid/0e5c3ivjl42rg6-ma91ii

https://wolfram.com/xid/0e5c3ivjl42rg6-ilo25o

Closed form for symbolic order:

https://wolfram.com/xid/0e5c3ivjl42rg6-czvwqm


https://wolfram.com/xid/0e5c3ivjl42rg6-ovua84


https://wolfram.com/xid/0e5c3ivjl42rg6-d7e3yu


https://wolfram.com/xid/0e5c3ivjl42rg6-7octsj

Hazard function for a beta prime distribution:

https://wolfram.com/xid/0e5c3ivjl42rg6-k1jpte


https://wolfram.com/xid/0e5c3ivjl42rg6-tm2zss


https://wolfram.com/xid/0e5c3ivjl42rg6-vven7k

Generalized beta prime distribution:

https://wolfram.com/xid/0e5c3ivjl42rg6-bzkhpj

Generalized beta distribution of the second kind:

https://wolfram.com/xid/0e5c3ivjl42rg6-u3nopo

Quantile function of a beta prime distribution:

https://wolfram.com/xid/0e5c3ivjl42rg6-nf2ugk


https://wolfram.com/xid/0e5c3ivjl42rg6-305ypi

Generalized beta prime distribution:

https://wolfram.com/xid/0e5c3ivjl42rg6-qmfnj


https://wolfram.com/xid/0e5c3ivjl42rg6-m33ni

Generalized beta distribution of the second kind:

https://wolfram.com/xid/0e5c3ivjl42rg6-ceuozk


https://wolfram.com/xid/0e5c3ivjl42rg6-4k5ak4

Consistent use of Quantity in parameters yields QuantityDistribution:

https://wolfram.com/xid/0e5c3ivjl42rg6-bc5g3d


https://wolfram.com/xid/0e5c3ivjl42rg6-ep3kcu

Applications (2)Sample problems that can be solved with this function
BetaPrimeDistribution can be used to model losses:

https://wolfram.com/xid/0e5c3ivjl42rg6-qytsz1

https://wolfram.com/xid/0e5c3ivjl42rg6-k3sbh9


https://wolfram.com/xid/0e5c3ivjl42rg6-pjsd2a

Remove the clear outlier, Andrew, the most destructive hurricane, and attach currency units:

https://wolfram.com/xid/0e5c3ivjl42rg6-6p37zr
Fit generalized beta distribution to the data:

https://wolfram.com/xid/0e5c3ivjl42rg6-fkjj84

Compare the histogram of the data with the PDF of the estimated distribution:

https://wolfram.com/xid/0e5c3ivjl42rg6-4tdjtb

Find the probability that a loss caused by a hurricane is over 3 billion dollars:

https://wolfram.com/xid/0e5c3ivjl42rg6-q51d0v

Find the mean hurricane loss in US dollars:

https://wolfram.com/xid/0e5c3ivjl42rg6-3oi1vl

Simulate possible losses in millions of US dollars for the next 30 strong hurricanes:

https://wolfram.com/xid/0e5c3ivjl42rg6-qp4g7z

BetaPrimeDistribution can be used to model state per-capita incomes:

https://wolfram.com/xid/0e5c3ivjl42rg6-1fhb3t


https://wolfram.com/xid/0e5c3ivjl42rg6-m4re35
Fit generalized beta distribution of the second kind to the data:

https://wolfram.com/xid/0e5c3ivjl42rg6-3ng636

Compare the histogram of the data to the PDF of the estimated distribution:

https://wolfram.com/xid/0e5c3ivjl42rg6-pp5e9g

Find the average income per capita:

https://wolfram.com/xid/0e5c3ivjl42rg6-w23ysw

Find states with income close to the average:

https://wolfram.com/xid/0e5c3ivjl42rg6-u9wd3b

Find the median income per capita:

https://wolfram.com/xid/0e5c3ivjl42rg6-qmsra1

Find states with income close to the median:

https://wolfram.com/xid/0e5c3ivjl42rg6-ezm0fw

Find the log-likelihood value:

https://wolfram.com/xid/0e5c3ivjl42rg6-dc8stz

Properties & Relations (16)Properties of the function, and connections to other functions
Parameter influence on the CDF of a generalized beta distribution of the second kind:

https://wolfram.com/xid/0e5c3ivjl42rg6-ywnqzk

BetaPrimeDistribution is closed under scaling by a positive factor:

https://wolfram.com/xid/0e5c3ivjl42rg6-8uenm9


https://wolfram.com/xid/0e5c3ivjl42rg6-2wn5bt


https://wolfram.com/xid/0e5c3ivjl42rg6-b4juh0

BetaPrimeDistribution is closed under taking inverse:

https://wolfram.com/xid/0e5c3ivjl42rg6-e9dddv

Relations to other distributions:

DagumDistribution is a special case of BetaPrimeDistribution:

https://wolfram.com/xid/0e5c3ivjl42rg6-sjzdbv


https://wolfram.com/xid/0e5c3ivjl42rg6-idvw6v


https://wolfram.com/xid/0e5c3ivjl42rg6-2da9q0

SinghMaddalaDistribution is a special case of BetaPrimeDistribution:

https://wolfram.com/xid/0e5c3ivjl42rg6-ii2qh5


https://wolfram.com/xid/0e5c3ivjl42rg6-z3dkna


https://wolfram.com/xid/0e5c3ivjl42rg6-ldubh0

LogLogisticDistribution is a special case of BetaPrimeDistribution:

https://wolfram.com/xid/0e5c3ivjl42rg6-h0l32b


https://wolfram.com/xid/0e5c3ivjl42rg6-n117d9


https://wolfram.com/xid/0e5c3ivjl42rg6-clrien

FRatioDistribution is a special case of BetaPrimeDistribution:

https://wolfram.com/xid/0e5c3ivjl42rg6-nmdnvb


https://wolfram.com/xid/0e5c3ivjl42rg6-egfch9


https://wolfram.com/xid/0e5c3ivjl42rg6-431626

Beta prime distribution is a special case of the type 6 PearsonDistribution:

https://wolfram.com/xid/0e5c3ivjl42rg6-wtirf0


https://wolfram.com/xid/0e5c3ivjl42rg6-6w21qe


https://wolfram.com/xid/0e5c3ivjl42rg6-m78srd

ParetoDistribution type II is related to BetaPrimeDistribution:

https://wolfram.com/xid/0e5c3ivjl42rg6-bcb48z


https://wolfram.com/xid/0e5c3ivjl42rg6-n12jwh


https://wolfram.com/xid/0e5c3ivjl42rg6-gthe9w

ParetoDistribution type IV is related to BetaPrimeDistribution:

https://wolfram.com/xid/0e5c3ivjl42rg6-gg6txp


https://wolfram.com/xid/0e5c3ivjl42rg6-8hdlsa


https://wolfram.com/xid/0e5c3ivjl42rg6-89gfwn

Beta prime distribution can be obtained as a transformation of BetaDistribution:

https://wolfram.com/xid/0e5c3ivjl42rg6-lw8ihh


https://wolfram.com/xid/0e5c3ivjl42rg6-yd91s5

Generalized beta distribution of the second kind is the distribution of the ratio of two independent random variables from GammaDistribution:

https://wolfram.com/xid/0e5c3ivjl42rg6-4j3n8g

Generalized beta of the second kind simplifies to beta prime:

https://wolfram.com/xid/0e5c3ivjl42rg6-bizm9c


https://wolfram.com/xid/0e5c3ivjl42rg6-dak2pa


https://wolfram.com/xid/0e5c3ivjl42rg6-n6vsq2

Generalized beta prime is a special case of generalized beta of the second kind:

https://wolfram.com/xid/0e5c3ivjl42rg6-lg97su


https://wolfram.com/xid/0e5c3ivjl42rg6-2k9qh2


https://wolfram.com/xid/0e5c3ivjl42rg6-pvbxjd

Generalized beta prime simplifies to beta prime distribution:

https://wolfram.com/xid/0e5c3ivjl42rg6-51ze39


https://wolfram.com/xid/0e5c3ivjl42rg6-kh0xhz


https://wolfram.com/xid/0e5c3ivjl42rg6-lkebd0

Neat Examples (1)Surprising or curious use cases
Wolfram Research (2010), BetaPrimeDistribution, Wolfram Language function, https://reference.wolfram.com/language/ref/BetaPrimeDistribution.html (updated 2016).
Text
Wolfram Research (2010), BetaPrimeDistribution, Wolfram Language function, https://reference.wolfram.com/language/ref/BetaPrimeDistribution.html (updated 2016).
Wolfram Research (2010), BetaPrimeDistribution, Wolfram Language function, https://reference.wolfram.com/language/ref/BetaPrimeDistribution.html (updated 2016).
CMS
Wolfram Language. 2010. "BetaPrimeDistribution." Wolfram Language & System Documentation Center. Wolfram Research. Last Modified 2016. https://reference.wolfram.com/language/ref/BetaPrimeDistribution.html.
Wolfram Language. 2010. "BetaPrimeDistribution." Wolfram Language & System Documentation Center. Wolfram Research. Last Modified 2016. https://reference.wolfram.com/language/ref/BetaPrimeDistribution.html.
APA
Wolfram Language. (2010). BetaPrimeDistribution. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/ref/BetaPrimeDistribution.html
Wolfram Language. (2010). BetaPrimeDistribution. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/ref/BetaPrimeDistribution.html
BibTeX
@misc{reference.wolfram_2025_betaprimedistribution, author="Wolfram Research", title="{BetaPrimeDistribution}", year="2016", howpublished="\url{https://reference.wolfram.com/language/ref/BetaPrimeDistribution.html}", note=[Accessed: 26-March-2025
]}
BibLaTeX
@online{reference.wolfram_2025_betaprimedistribution, organization={Wolfram Research}, title={BetaPrimeDistribution}, year={2016}, url={https://reference.wolfram.com/language/ref/BetaPrimeDistribution.html}, note=[Accessed: 26-March-2025
]}