I need help on this homework question.
X follows a Beta distribution on range [0,1] and you have a random sample of n observations.
I have found the moment estimators, alpha hat and beta hat.
such as the ones here on wikipedia
How do I get an estimate of the variances of these estimators (aplha hat and beta hat)?
Var(aplha-hat) = ?
Var (Beta-hat) = ?
Advertise on Talk Stats