Beta Distribution Calculator

Beta Distribution Calculator

Calculate beta probabilities, density and cumulative values, quantiles, random samples, and common summary measures for a distribution on 0 to 1.

Mode Probability Shape Right-skewed Mean 0.285714

Ready to export the startup example.

Inputs

Choose the calculation you want to perform.

Available only in Probability calculator mode.

Required. Positive shape parameter; decimal point format.

Required. Positive shape parameter; decimal point format.

Required for interval probabilities. Enter 0 to 1.

Required for interval probabilities and must be at least x₁.

Live results

Probability 0.614400
Mean 0.285714
Variance 0.025510
P(0.2 ≤ X ≤ 0.6) = 0.614400.

Distribution curve

The curve shows the probability density implied by the current α and β values.

x PDF

Chart checkpoints are sampled from the exact same model series used to draw the curve.

How to use the Beta Distribution Calculator

What this calculator does

This calculator works with the standard beta distribution on the interval from 0 to 1. It evaluates probabilities, the probability density function (PDF), the cumulative distribution function (CDF), inverse-CDF quantiles, generated samples, and common descriptive measures from the two positive shape parameters α and β. The beta family is especially useful when the quantity of interest is a proportion, rate, or probability that cannot fall below 0 or above 1. It does not estimate α and β from raw observations and it does not determine whether a beta model is appropriate for a particular dataset; those are separate statistical modeling tasks. For the mathematical definition, support, PDF, CDF, and standard summary formulas, see the NIST beta distribution reference.

When to use it

Use the calculator to check the probability that an uncertain rate lies below, above, inside, or outside a threshold interval; to inspect how a prior or posterior beta distribution concentrates after Bayesian updates; to obtain a density or cumulative value at a specific x; or to convert a cumulative probability into the corresponding beta quantile. The Sample generator mode is useful for simulations and teaching, while Common measures gives a compact description of center, spread, and asymmetry.

How to calculate

  1. The calculator opens with a complete demonstration: Mode is Probability calculator, Probability type is P(x₁ ≤ X ≤ x₂), α = 2, β = 5, x₁ = 0.2, and x₂ = 0.6. Results and a validated example XLSX are immediately available.
  2. Choose a Mode. Probability calculator activates Probability type and either x or the pair Lower bound, x₁ / Upper bound, x₂. PDF and CDF use x. Quantile function uses Cumulative probability, p. Sample generator uses Sample length.
  3. Replace the demonstration values using ordinary decimal-point notation. The calculator updates live. Shape parameters must be positive; x, x₁, x₂, and p must lie from 0 to 1; Sample length must be a whole number from 1 to 500.
  4. Read the live result cards, the distribution curve, and the curve checkpoint table. In Sample generator mode, review the generated observations and press Generate new sample when you want another draw.
  5. Use Download Excel to export the current validated inputs and canonical numeric results. Reset clears the demonstration and all numeric inputs; after Reset, Download Excel stays disabled until the active mode again has a complete valid state.

Input guide

Mode is a required categorical selector. Its six options determine which calculation is active; switching modes does not change α or β. Probability type is required only in Probability calculator mode and chooses the left tail P(X ≤ x), right tail P(X > x), inside interval P(x₁ ≤ X ≤ x₂), or outside interval P(X < x₁ or X > x₂). A common mistake is to use the right-tail option when the intended question is an interval probability.

Parameter, α and Parameter, β are required positive real numbers. The calculator accepts a decimal point and rejects comma-grouped, decimal-comma, scientific-notation, negative, zero, or nonnumeric text. Values up to 1,000,000 are supported. For example, α = 2 and β = 5 create a right-skewed distribution with mean 2 / 7. Raising α relative to β shifts mass toward 1; raising β relative to α shifts mass toward 0. When both grow while their ratio stays similar, the distribution becomes more concentrated.

x is required for a one-sided probability, PDF, or CDF and must be between 0 and 1, inclusive; 0.4 is a valid example. Lower bound, x₁ and Upper bound, x₂ are required for interval probabilities, each from 0 to 1, with x₂ not below x₁; the startup pair is 0.2 and 0.6. Cumulative probability, p is required for the Quantile function and also ranges from 0 to 1; p = 0.8 asks for the x-value whose cumulative probability is 80%. Sample length is a required integer from 1 to 500; 12 is the demonstration value. Fractional counts are rejected rather than rounded.

Output guide

The top pills show Mode, a qualitative Shape description, and the theoretical Mean. In Probability calculator mode, Probability is the exact model probability implied by the numerical CDF, reported as a unitless number from 0 to 1. In PDF mode, Probability density, f(x) is a density value, not a point probability; it may exceed 1 because probability is represented by area under the curve. In CDF mode, Cumulative probability, F(x) is P(X ≤ x). In Quantile mode, Quantile, x is the inverse-CDF result corresponding to p.

Common measures reports Mean, Median, Mode, Variance, Standard deviation, and Skewness. The mode can be an interior number, a boundary value, two boundary modes, or “No unique mode” for the uniform case. Positive skewness means a longer right tail; negative skewness means a longer left tail. Sample generator reports Sample mean, Sample minimum, and Sample maximum, followed by a table where Observation is the draw number and Value is the generated beta variate. The curve table lists representative x checkpoints and their PDF or CDF values from the same series that draws the chart.

Worked example

For the startup example α = 2 and β = 5. With x₁ = 0.2 and x₂ = 0.6, the numerical beta CDF gives F(0.2) = 0.344640 and F(0.6) = 0.959040. The inside-interval probability is therefore F(0.6) – F(0.2) = 0.614400, which is the first-open primary result. The same parameters give a theoretical mean of 2 / (2 + 5) = 0.285714 and variance 10 / (49 × 8) = 0.025510. Those canonical values also populate the startup workbook.

How the beta model is evaluated

For α > 0 and β > 0, the standard beta density is proportional to x raised to α – 1 times 1 – x raised to β – 1, normalized by the beta function. The CDF is the regularized incomplete beta function, so it normally requires numerical evaluation rather than a simple elementary expression. The quantile is found by numerically inverting that CDF. The implementation uses a continued-fraction evaluation for the regularized incomplete beta function and a bounded numerical search for quantiles. These are standard computational approaches; the SciPy beta distribution documentation describes the same PDF/CDF/PPF concepts and parameter restrictions.

Mean = α / (α + β). Variance = αβ / ((α + β)²(α + β + 1)). For α and β both above 1, Mode = (α – 1) / (α + β – 2).

Interpretation and common mistakes

A beta density is defined on a bounded support, so it is a natural model for uncertain proportions. The parameter pair controls both location and shape: α = β gives symmetry around 0.5, α < β produces positive skewness, and α > β produces negative skewness. When α = β = 1, the beta distribution is uniform. When one or both parameters are below 1, density can rise sharply near a boundary; a large density value near 0 or 1 is not itself a large point probability because a continuous random variable assigns zero probability to any single exact point.

Do not confuse PDF and CDF outputs, do not enter percentages as whole numbers such as 80 when the required probability is 0.8, and do not reverse x₁ and x₂. For a second independent description of the support, parameter constraints, PDF, CDF, and examples of changing distribution shape, consult the MathWorks beta distribution guide.