Are A and B known? That is, are there known upper and lower bounds for this credit loss data? If not, you need to think about how to estimate those bounds. Why do you believe the data have a beta distribution?
albyn On Wed, Oct 07, 2009 at 09:03:31AM -0400, jlu...@ria.buffalo.edu wrote: > Rescale your data x to (x-A)/(B-A). > > > > > Maithili Shiva <maithili_sh...@yahoo.com> > Sent by: r-help-boun...@r-project.org > 10/07/2009 08:39 AM > > To > r-help@r-project.org > cc > > Subject > [R] Parameters of Beta distribution > > > > > > > > Supose I have a data pertaining to credit loss as > > amounts <- > c(46839.50,31177.12,35696.69,21192.57,29200.91,42049.64,42422.19, > 44976.18, 32135.36,47936.57,27322.91,37359.09,43179.60, 48381.02, > 45872.38, 28057.30,44643.83,36156.33,16037.62, 45432.28) > > I am trying to fit Beta distribution (two parameters distribution but > where lower bound and upper bounds are NOT 0 and 1 respectively). For > this I need to estimate the two parameters of Beta distribution. I found > some code in VGAM pacakge but it deals with standard Beta distribution > i.e. lower bound (say A) = 0 and upper bound (say B) = 1. > > How do I estimate the parameters of the Beta distribution for above data > where A and B are not 0's? > > Please guide. > > Thanking you in advance > > Maithili > > > Add whatever you love to the Yahoo! India homepage. Try now! > http://in.yahoo.com/trynew > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
