New Closed Form Estimators for the Beta Distribution

Victor Mooto Nawa and Saralees Nadarajah ()
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Victor Mooto Nawa: Department of Mathematics and Statistics, University of Zambia, Lusaka 10101, Zambia
Saralees Nadarajah: Department of Mathematics, University of Manchester, Manchester M13 9PL, UK

Mathematics, 2023, vol. 11, issue 13, 1-20

Abstract: In this paper, we detail closed form estimators for beta distribution that are simpler than those proposed by Tamae, Irie and Kubokawa. The proposed estimators are shown to have smaller asymptotic variances and smaller asymptotic covariances compared to Tamae estimators and maximum likelihood estimators. The proposed estimators are also shown to perform better in real data applications.

Keywords: covariance; digamma function; trigamma function; variance (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2023
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