Academic Journal
Novel closed-form point estimators for the beta distribution
| العنوان: | Novel closed-form point estimators for the beta distribution |
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| المؤلفون: | Piao Chen, Xun Xiao |
| المصدر: | Statistical Theory and Related Fields, Pp 1-17 (2024) |
| بيانات النشر: | Taylor & Francis Group, 2024. |
| سنة النشر: | 2024 |
| المجموعة: | LCC:Probabilities. Mathematical statistics |
| مصطلحات موضوعية: | Asymptotic efficiency, consistency, estimation equation, log-moment, score equation, Probabilities. Mathematical statistics, QA273-280 |
| الوصف: | In this paper, we propose and investigate novel closed-form point estimators for the beta distribution. The estimators of the first type are a modified version of Pearson's method of moments. The underlying idea is to involve the sufficient statistics, i.e., log-moments in the moment estimation equations and solve the mixed type of moment equations simultaneously. The estimators of the second type are based on an approximation to Fisher's likelihood principle. The idea is to solve two score equations derived from the log-likelihood function of generalized beta distributions. Both two resulted estimators are in closed forms, strongly consistent and asymptotically normal. In addition, through theoretical analyses and extensive simulations, the proposed estimators are shown to perform very close to the maximum likelihood estimators in both small and large samples, and they significantly outperform the method of moment estimators. |
| نوع الوثيقة: | article |
| وصف الملف: | electronic resource |
| اللغة: | English |
| تدمد: | 24754269 2475-4277 2475-4269 |
| Relation: | https://doaj.org/toc/2475-4269; https://doaj.org/toc/2475-4277 |
| DOI: | 10.1080/24754269.2024.2419360 |
| URL الوصول: | https://doaj.org/article/ee6c6a4edefc45fdaf4bb9f24925fece |
| رقم الانضمام: | edsdoj.6c6a4edefc45fdaf4bb9f24925fece |
| قاعدة البيانات: | Directory of Open Access Journals |
| تدمد: | 24754269 24754277 |
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| DOI: | 10.1080/24754269.2024.2419360 |