Suppose that X1, , Xn form a random sample from the beta distribution with parameters and Let (, ) be the vector parameter a Find the method of moments estimator for b Show that the method of moments estimator is not the M L E ...

a The means of X i and X 2 i are respectively and 1 1 W ...

Suppose that X1, . . . , Xn form a random sample from the beta distribution with

Question:

Suppose that X1, . . . , Xn form a random sample from the beta with parameters α and β. Let θ = (α, β) be the vector parameter.
a. Find the method of moment’s estimator for θ.
b. Show that the method of moment’s estimator is not the M.L.E.
Distribution
The word "distribution" has several meanings in the financial world, most of them pertaining to the payment of assets from a fund, account, or individual security to an investor or beneficiary. Retirement account distributions are among the most...