Solving for the Parameters of a Beta Distribution under Two Quantile Constraints

نویسندگان

  • J. RENÉ VAN DORP
  • THOMAS A. MAZZUCHI
چکیده

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.

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تاریخ انتشار 2003