Maximum Likelihood Estimation of the Parameters of the Gamma Distribution and Their Bias
作者:
S.C. Choi,
R. Wette,
期刊:
Technometrics
(Taylor Available online 1969)
卷期:
Volume 11,
issue 4
页码: 683-690
ISSN:0040-1706
年代: 1969
DOI:10.1080/00401706.1969.10490731
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
The numerical technique of the maximum likelihood method to estimate the parameters of Gamma distribution is examined. A convenient table is obtained to facilitate the maximum likelihood estimation of the parameters and the estimates of the variance-covariance matrix. The bias of the estimates is investigated numerically. The empirical result indicates that the bias of both parameter estimates produced by the maximum likelihood method is positive.
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