We define Beta random variables with parameters a and b. We recall basic properties of the beta function from this video:
https://youtu.be/Hn0USSWSEm8
These properties all us to prove that we have a valid probability density function. We then use properties of the Gamma function, which can be found at
https://youtu.be/dkp09Cmwpmw
to find the mean and variance of such random variables.
#mikethemathematician, #mikedabkowski, #profdabkowski
