Effective procedures for estimating beta distribution's parameters and Their confidence intervals
- 1 May 1991
- journal article
- research article
- Published by Taylor & Francis in Journal of Statistical Computation and Simulation
- Vol. 38 (1-4) , 139-150
- https://doi.org/10.1080/00949659108811325
Abstract
First, we compare several methods for computing the ML estimators of the two-parameter beta distribution; the most effective one is identified. Second, a simple way is found to characterize the sampling distribution of the ML estimators; this characterization leads to a practical way of establishing confidence intervals for the ML estimators.Keywords
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