SciPy

numpy.random.beta

numpy.random.beta(a, b, size=None)

The Beta distribution over [0, 1].

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:

a : float

Alpha, non-negative.

b : float

Beta, non-negative.

size : int 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:

out : ndarray

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