Fitting some random data into beta distribution

[Shekhar]

Hi,
I have some random data, and i want to find the parameters of Beta
distribution ( a and b) for which this random data approximately fits.
I have tried by plotting graphs but that is not very intutive and
requires lot of tuning. Can some body provide me some pointers??

Regards,
Som Shekhar

[Varun Varma]

I do not know if you have found an answer to this, but a crude way of doing this would be to iteratively generate random data using beta distributions where a and b vary. Then test each generated distribution against your random data using a Kolmogorov-Smirnov test.

The Kolmogorov-Smirnov test is called using ks.test([your data], [generated data OR a cumulative distribution function])

This should at least give you a range of values for a and b within which your data falls.

Hope this helps,

Varun