NDLI: The bivariate beta distribution: Comparison of Monte Carlo generators and evaluation of parameter estimates

Content Provider	ACM Digital Library
Author	Myers, Buddy L. Macomber, James H.
Abstract	The bivariate and multivariate beta distributions may provide appropriate stochastic models for a number of processes, particularly those involving random proportions. Researchers may therefore find it necessary to estimate the parameters of such distributions or generate Monte Carlo samples with known parameter values. Two possible generating techniques for beta bivariates are presented and compared in this paper. Estimating equations for the three parameters of the bivariate beta distribution are presented. These use the method of moments, the only tractable estimating technique, and an analysis of their properties is also presented. This paper focuses on the bivariate beta distribution, but a user of a higher-dimensioned beta model will be able to make use of the discussion herein to provide assistance in determining many of the properties of such a model.
Starting Page	143
Ending Page	152
Page Count	10
File Format	PDF
Language	English
Publisher	Association for Computing Machinery (ACM)
Publisher Date	1978-01-01
Access Restriction	Subscribed
Content Type	Text
Resource Type	Article

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The bivariate beta distribution: Comparison of Monte Carlo generators and evaluation of parameter estimates