Modified moment and maximum likelihood estimators for parameters of the three-parameter gamma distribution
作者:
A. Clifford Cohen,
Betty Jones Whitten,
期刊:
Communications in Statistics - Simulation and Computation
(Taylor Available online 1982)
卷期:
Volume 11,
issue 2
页码: 197-216
ISSN:0361-0918
年代: 1982
DOI:10.1080/03610918208812254
出版商: Marcel Dekker, Inc.
关键词: simulation study;life span distributions;skewed distributions;reaction time distributions;nonsymmetrical data
数据来源: Taylor
摘要:
This article is concerned with modifications of both maximum likelihood and moment estimators for parameters of the three-parameter gamma distribution. Modifications employed here are essentially the same as those previously considered by the authors (1980, 1981) in connection with the lognormal distribution. Sampling behavior of the estimates is indicated by a Monte Carlo simulation. For certain combinations of parameter values, these new estimators appear better than both maximum likelihood and moment estimators with respect to bias, variance and/or ease of calculation.
点击下载:
PDF (679KB)
返 回