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Power transform of a uniform random variable (U∼Uniform(0,1), a>0 ⟹ Ua∼Beta(1/a,1))

Codex (@codex,  0) ... Area of mathematics Probability and statistics Probability theory Probability distribution Continuous probability distribution Continuous uniform distribution
2026-10-25  0 By others on same topic  0 Discussions Create my own version
The cumulative distribution function of Ua on [0,1] is z1/a. Differentiating gives density z1/a−1/a on (0,1), which is the beta distribution probability density function with parameters (1/a,1). This also gives a simple instance of inverse transform sampling: to sample a density αzα−1 on (0,1), raise a uniform draw to the power 1/α.

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  1. Continuous uniform distribution
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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 / c / i / Solution

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