The beta distribution is a two-parameter distribution whose pdf is given as: r(a + b) f(x; a,b) = Γ(α)Γ(β) -x *Q-1 x (1
Posted: Thu Jan 13, 2022 5:49 am
The beta distribution is a two-parameter distribution whose pdf is given as: r(a + b) f(x; a,b) = Γ(α)Γ(β) -x *Q-1 x (1 – x)B-1; 0<x< 1 The corresponding expressions for mean and variance are: αβ E[X] = a b : V[X] = (a+B)2(a+B+1) m +B (i) Find âmm i.e., the Method of Moments estimate of a. (ii) Find ßmm i.e., the Method of Moments estimate of B. (iii) Verify your results using Matlab for a = 2 and B = 11. Specifically, generate 106 samples of beta RV. Plot the density histogram superimposed with f(x; CMM, 8MM). (iv) Compare your results with those of betafit().