Solving For the parameters of a beta a distribution under two quantile constraints

It will be shown that a solution exists for the parameters of a beta distribution given any combination of a lower quantile and upper quantile constraint. A numerical procedure is developed to solve for the parameters of the beta distribution given these quantile constraints. Example solutions are p...

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Veröffentlicht in:	Journal of statistical computation and simulation 2000-09, Vol.67 (2), p.189-201
Hauptverfasser:	Van Dorp, RenÉ J., Mazzuchi, Thomas A.
Format:	Artikel
Sprache:	eng
Schlagworte:	Beta parameters Distribution theory Exact sciences and technology Mathematical foundations Mathematics numerical procedure Probability and statistics Sciences and techniques of general use specified quantiles Statistics
Online-Zugang:	Volltext
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Beschreibung
Zusammenfassung:	It will be shown that a solution exists for the parameters of a beta distribution given any combination of a lower quantile and upper quantile constraint. A numerical procedure is developed to solve for the parameters of the beta distribution given these quantile constraints. Example solutions are provided.
ISSN:	0094-9655 1563-5163
DOI:	10.1080/00949650008812041