Estimators of the Parameters of Beta Distribution

Kartlos Joseph Kachiashvili () and David I. Melikdzhanjan ()
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Kartlos Joseph Kachiashvili: Georgian Technical University
David I. Melikdzhanjan: Tbilisi State University

Sankhya B: The Indian Journal of Statistics, 2019, vol. 81, issue 2, No 8, 350-373

Abstract: Abstract The iteration algorithm of computation of effective estimators of the shape parameters of beta distributions using the unbiased estimators of the end point parameters of the random variable were obtained and investigated. For the cases when more accurate estimations of the parameters are required, one more step of computation, realized optimization of the obtained estimations, is necessary. The computation results, realized on the basis of the simulation of the appropriate random samples, demonstrate the correctness of the obtained theoretical outcomes.

Keywords: Beta distribution; Maximum likelihood estimator; Biased estimator; Unbiased estimator; Iteration algorithm; Optimization algorithm; Primary 62F10; Secondary 62F12 (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s13571-018-0157-2

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