Accession Number : ADA138062

Title :   Parameter Estimation for the Four Parameter Beta Distribution.

Descriptive Note : Master's thesis,

Corporate Author : AIR FORCE INST OF TECH WRIGHT-PATTERSON 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 four-moments 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