Stan Math Library
4.9.0
Automatic Differentiation
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Return the beta function applied to the specified arguments.
The beta function is defined for \(a > 0\) and \(b > 0\) by
\(\mbox{B}(a, b) = \frac{\Gamma(a) \Gamma(b)}{\Gamma(a+b)}\).
\[ \mbox{beta}(\alpha, \beta) = \begin{cases} \int_0^1 u^{\alpha - 1} (1 - u)^{\beta - 1} \, du & \mbox{if } \alpha, \beta>0 \\[6pt] \textrm{NaN} & \mbox{if } \alpha = \textrm{NaN or } \beta = \textrm{NaN} \end{cases} \]
\[ \frac{\partial\, \mbox{beta}(\alpha, \beta)}{\partial \alpha} = \begin{cases} \left(\psi(\alpha)-\psi(\alpha+\beta)\right)*\mbox{beta}(\alpha, \beta) & \mbox{if } \alpha, \beta>0 \\[6pt] \textrm{NaN} & \mbox{if } \alpha = \textrm{NaN or } \beta = \textrm{NaN} \end{cases} \]
\[ \frac{\partial\, \mbox{beta}(\alpha, \beta)}{\partial \beta} = \begin{cases} \left(\psi(\beta)-\psi(\alpha+\beta)\right)*\mbox{beta}(\alpha, \beta) & \mbox{if } \alpha, \beta>0 \\[6pt] \textrm{NaN} & \mbox{if } \alpha = \textrm{NaN or } \beta = \textrm{NaN} \end{cases} \]
T1 | type of first value |
T2 | type of second value |
a | First value |
b | Second value |