
Accession Number : ADA138062
Title : Parameter Estimation for the Four Parameter Beta Distribution.
Descriptive Note : Master's thesis,
Corporate Author : AIR FORCE INST OF TECH WRIGHTPATTERSON AFB OH SCHOOL OF ENGINEERING
Personal Author(s) : Treat,B R
PDF Url : ADA138062
Report Date : Dec 1983
Pagination or Media Count : 141
Abstract : This investigation compared six estimation methods for the parameters of the four parameters Beta distibution. The methods used are the full fourmoments estimator, four modified moment estimators, and a modified maximum likelihood estimator. A closed form solution is derived for the full moment estimator which the author has been unable to find in the literature. The four modified moment estimators are each defined by two moment equations and two equations involving the first and last order statistics. The modified maximum likelihood estimate is defined using the skewness and kurtosis indices to define the shape parameters and then solving for the maximum likelihood estimate of the location parameters, when it exists.
Descriptors : *Numerical methods and procedures, *Parametric analysis, *Estimates, *Computer applications, Distribution functions, Equations, Sampling, Order statistics, FORTRAN, Output, Maximum likelihood estimation, Population(Mathematics), Theses
Subject Categories : Statistics and Probability
Computer Programming and Software
Distribution Statement : APPROVED FOR PUBLIC RELEASE