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September 23rd, 2013, 11:50 AM   #1
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Beta distribution trivial question

Anybody knows that it is easy to get the beta mean and variance given the parameters and of the distribution (http://en.wikipedia.org/wiki/Beta_distribution).

Can we do right the opposite? I.e. is there any way to go uniquely from mean and variance to the beta parameters?
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September 23rd, 2013, 01:09 PM   #2
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Re: Beta distribution trivial question

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Originally Posted by markuz
Anybody knows that it is easy to get the beta mean and variance given the parameters and of the distribution (http://en.wikipedia.org/wiki/Beta_distribution).

Can we do right the opposite? I.e. is there any way to go uniquely from mean and variance to the beta parameters?
I answered this on another forum. You need to solve a cubic equation. Uniqueness would result from the requirement that both parameters be positive reals.
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