Physical Sciences and Mathematics Commons^™

A Comparison Of Estimation Procedures For The Beta Distribution, Huey Yan

All Graduate Theses and Dissertations, Spring 1920 to Summer 2023

The beta distribution may be used as a stochastic model for continuous proportions in many situations in applied statistics. This thesis was concerned with estimation of the parameters of the beta distribution in three different situations.

Three different estimation procedures-the method of moments, maximum likelihood, and a hybrid of these two methods, which we call the one-step improvement-were compared by computer simulation, for beta data and beta data contaminated by zeros and ones. We also evaluated maximum likelihood estimation in the context of censored data, and Newton's method as a numerical procedure for solving the likelihood equations …