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The moment estimator for the shape parameter of the gamma distribution

 

作者: W. E. Dusenberry,   K. O. Bowman,  

 

期刊: Communications in Statistics - Simulation and Computation  (Taylor Available online 1977)
卷期: Volume 6, issue 1  

页码: 1-19

 

ISSN:0361-0918

 

年代: 1977

 

DOI:10.1080/03610917708812023

 

出版商: Marcel Dekker, Inc.

 

关键词: maximum likelihood estimator;Thom’s estimator;sampling moments of moments;percentage points;Pearson curves;Cornish-Fisher series expansion;confidence intervals

 

数据来源: Taylor

 

摘要:

Some of the distributional properties of the moment estimator (ρ*) for the shape parameter, ρ, of the two parameter gamma distribution are determined and compared with previously known results for the maximum likelihood estimatorand Thom’s estimator (ρT). Methods are described for finding approximations to the percentage points and cumulative distribution function of ρ*. Two graphs are given which permit the computation of confidence Intervals for ρ based on ρ*computed from a sample of n observations. The first four sampling moments of p*, found by Monte Carlo simulation, are compared, are compared with previously known sampling moments forand ρT.

 

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