Estimators of the Parameters of Beta Distribution
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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 phrasesBeta distribution Maximum likelihood estimator Biased estimator Unbiased estimator Iteration algorithm Optimization algorithm
AMS (2000) subject classificationPrimary 62F10 Secondary 62F12
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