KSLCore/ksl.utilities.distributions.fitting.estimators/BetaMOMParameterEstimator

BetaMOMParameterEstimator

class BetaMOMParameterEstimator(name: String? = "BetaMOMParameterEstimator") : ParameterEstimatorIfc, MVBSEstimatorIfc, IdentityIfc

Estimates the parameters of the beta distribution via the method of moments. Formulas can be found in:

Owen, C. B. (2008). Parameter estimation for the beta distribution (Order No. 28109613). Available from ProQuest Dissertations & Theses Global. (2499457903). Retrieved from https://www.proquest.com/dissertations-theses/parameter-estimation-beta-distribution/docview/2499457903/se-2

There must be at least two observations and the observations must be with 0,1. The sample average and sample variance of the observations must be strictly greater than zero.

Constructors

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constructor(name: String? = "BetaMOMParameterEstimator")

Properties

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open override val checkRange: Boolean = true

Indicates if the estimator requires that the range of the data be checked for a shift before the estimation process.

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open override val id: Int
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open override var label: String?
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open override val name: String
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open override val names: List<String>

The name to associate with each dimension of the array that is returned by estimate(). The names should be unique. The order of the list of names should match the order of elements in the returned array.

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open override val rvType: RVParametersTypeIfc

The type of random variable for which this estimator estimates parameters.

Functions

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open override fun estimate(data: DoubleArray): DoubleArray

If the estimation process is not successful, then an empty array is returned.

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open override fun estimateParameters(data: DoubleArray, statistics: StatisticIfc): EstimationResult

Estimates the parameters associated with some distribution. The returned EstimationResult needs to be consistent with the intent of the desired distribution. Note the meaning of the fields associated with EstimationResult