Date of Award:

5-1991

Document Type:

Thesis

Degree Name:

Master of Science (MS)

Department:

Mathematics and Statistics

Committee Chair(s)

Richard Cutler

Committee

Richard Cutler

Committee

Adele Cutler

Committee

Robert Heal

Abstract

The beta distribution may be used as a stochastic model for continuous proportions in many situations in applied statistics. This thesis was concerned with estimation of the parameters of the beta distribution in three different situations.

Three different estimation procedures-the method of moments, maximum likelihood, and a hybrid of these two methods, which we call the one-step improvement-were compared by computer simulation, for beta data and beta data contaminated by zeros and ones. We also evaluated maximum likelihood estimation in the context of censored data, and Newton's method as a numerical procedure for solving the likelihood equations for censored beta data.

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