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Sankhya B

pp 1–24 | Cite as

Estimators of the Parameters of Beta Distribution

  • Kartlos Joseph Kachiashvili
  • David I. Melikdzhanjan
Article

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 and phrases

Beta distribution Maximum likelihood estimator Biased estimator Unbiased estimator Iteration algorithm Optimization algorithm 

AMS (2000) subject classification

Primary 62F10 Secondary 62F12 

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Notes

Acknowledgments

We thank the editor and unknown reviewers for their help and attention to our work.

Funding Information

This research was supported by Shota Rustaveli National Science Foundation of Georgia grant AR/183/4-100/13.

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Copyright information

© Indian Statistical Institute 2018

Authors and Affiliations

  1. 1.Faculty of Informatics and Control SystemsGeorgian Technical UniversityTbilisiGeorgia
  2. 2.I. Vekua Institute of Applied MathematicsTbilisi State UniversityTbilisiGeorgia

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