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On a two parameter Bernstein probability distribution. (English) Zbl 0616.62020

Laurent series expansion of the Bernstein probability density function (pdf) has been derived and coefficients of the series are expressed in terms of Hermite polynomials. The asymptotic formulae of moments of the distribution are obtained using steepest descent method. Moment method has been employed to estimate parameters of the Bernstein pdf. An example from the engineering design is given to illustrate the estimation procedure.

MSC:

62E20 Asymptotic distribution theory in statistics
60E05 Probability distributions: general theory
62F10 Point estimation