Hi,

I'm trying to find the MM of a Beta(a,b) using the first and second raw moments.

I use

and

I then set those equal to and , respectively, and (try to) solve for a and b.

Does that sound right? (I'm getting stuck.)

Thanks!

Printable View

- April 2nd 2010, 08:14 PMStatistik[SOLVED] MM of Beta
Hi,

I'm trying to find the MM of a Beta(a,b) using the first and second raw moments.

I use

and

I then set those equal to and , respectively, and (try to) solve for a and b.

Does that sound right? (I'm getting stuck.)

Thanks! - April 2nd 2010, 09:33 PMmatheagle
- April 2nd 2010, 10:34 PMStatistik
Matheagle,

Thanks. That's what I am trying - sorry for not clarifying. I am using

and

and then am setting

and

Does that mean I'm just stuck with the math? ;-(

Thanks! - April 2nd 2010, 11:14 PMmatheagle
you can find the answer at

Beta distribution - Wikipedia, the free encyclopedia

Note that they use the centered second moment, but you can expand v and use your two sample moments.