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Mixed power moments of a beta distribution (E[Xs(1−X)t]=B(α+s,β+t)/B(α,β))

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Probability theory Probability distribution Beta distribution
2026-10-25  0 By others on same topic  0 Discussions Create my own version
For X∼Beta(α,β) with positive parameters, and real s>−α, t>−β, multiply its density by xs(1−x)t. The resulting integral is a beta function with shifted parameters, hence
E[Xs(1−X)t]=Γ(α)Γ(β)Γ(α+β+s+t)Γ(α+β)Γ(α+s)Γ(β+t)​.
(1)
The restrictions on the powers are exactly the endpoint-integrability conditions. This includes ordinary moments, reciprocal moments when they exist, and quantities involving both the occupied fraction X and remaining fraction 1−X. In particular, s=1,t=0 gives E[X]=α/(α+β).[ref]

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  • Past exam of the year 1 of the computer science course of the University of Oxford / 2022 / Discrete mathematics, continuous mathematics and probability resit / 9 / b / ii / Solution

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