[(a + B) Γ(α)Γ(β) The corresponding expressions for mean and variance are: (i) (ii) (iii) (iv) f(x; a, B) = xxa-¹ ×(1-x)-1; 0

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Chapter1: Combinatorial Analysis
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A5

The beta distribution is a two-parameter distribution whose pdf is given as:
r(a + B)
f(x; a, B) =
xxa-1 x (1- x)B-1; 0<x <1
T(a)r(B)
The corresponding expressions for mean and variance are:
E[X] = : V[X] =
aß
(a+B) (a+B+1)
a+B
(i)
Find âMm i.e., the Method of Moments estimate of a.
(ii)
Find BMM i.e., the Method of Moments estimate of ß.
(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; âMM, BMM).
(iv) Compare your results with those of betafit().
Transcribed Image Text:The beta distribution is a two-parameter distribution whose pdf is given as: r(a + B) f(x; a, B) = xxa-1 x (1- x)B-1; 0<x <1 T(a)r(B) The corresponding expressions for mean and variance are: E[X] = : V[X] = aß (a+B) (a+B+1) a+B (i) Find âMm i.e., the Method of Moments estimate of a. (ii) Find BMM i.e., the Method of Moments estimate of ß. (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; âMM, BMM). (iv) Compare your results with those of betafit().
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