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New Closed Form Estimators for the Beta Distribution

Author

Listed:
  • Victor Mooto Nawa

    (Department of Mathematics and Statistics, University of Zambia, Lusaka 10101, Zambia)

  • Saralees Nadarajah

    (Department of Mathematics, University of Manchester, Manchester M13 9PL, UK)

Abstract

In this paper, we detail closed form estimators for beta distribution that are simpler than those proposed by Tamae, Irie and Kubokawa. The proposed estimators are shown to have smaller asymptotic variances and smaller asymptotic covariances compared to Tamae estimators and maximum likelihood estimators. The proposed estimators are also shown to perform better in real data applications.

Suggested Citation

  • Victor Mooto Nawa & Saralees Nadarajah, 2023. "New Closed Form Estimators for the Beta Distribution," Mathematics, MDPI, vol. 11(13), pages 1-20, June.
    • Handle: RePEc:gam:jmathe:v:11:y:2023:i:13:p:2799-:d:1176424
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    References listed on IDEAS

    as
    1. Silvia Ferrari & Francisco Cribari-Neto, 2004. "Beta Regression for Modelling Rates and Proportions," Journal of Applied Statistics, Taylor & Francis Journals, vol. 31(7), pages 799-815.
    2. Zhi-Sheng Ye & Nan Chen, 2017. "Closed-Form Estimators for the Gamma Distribution Derived From Likelihood Equations," The American Statistician, Taylor & Francis Journals, vol. 71(2), pages 177-181, April.
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