Pooled estimators for the shape parameter of the three parameter gamma distribution

被引：0

作者：

Tzavelas, George ^{[1
]}

机构：

[1] Univ Piraeus, Dept Stat & Insurance Sci, Piraeus 18534, Greece

来源：

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION | 2011年 / 81卷 / 09期

关键词：

gamma distribution; maximum likelihood estimator; pooled estimator; MAXIMUM-LIKELIHOOD-ESTIMATION;

D O I：

10.1080/00949651003680802

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

The aim of the paper is to study the pooled estimator of the shape parameter of the three parameter gamma distribution when k independent samples are available. Sufficient conditions for the existence of the pooled estimator are given and the small as well as the large sample properties are studied. The harmonic mean of the k estimators of the independent samples is proposed in the place of the pooled estimator, in the case in which the latter does not exist.

引用

页码：1099 / 1109

页数：11

共 11 条

[1]

[Anonymous], 1993, Continuous Univariate Distributions, DOI DOI 10.1016/0167-9473(96)90015-8

[2]

Bowman K.O., 1988, Properties of estimators for Gamma Distributions

[3] The asymptotic variance and skewness of maximum likelihood estimators using Maple [J].

Bowman, KO ;

Shenton, LR .

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2005, 75 (12) :975-986

[4] Problems with maximum likelihood estimation and the 3 parameter gamma distribution [J].

Bowman, KO ;

Shenton, LR .

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2002, 72 (05) :391-401

[5] MAXIMUM-LIKELIHOOD PARAMETER-ESTIMATION IN THE 3-PARAMETER GAMMA-DISTRIBUTION [J].

HIROSE, H .

COMPUTATIONAL STATISTICS & DATA ANALYSIS, 1995, 20 (04) :343-354

[6] Parameter estimation for the 3-parameter gamma distribution using the continuation method [J].

Hirose, H .

IEEE TRANSACTIONS ON RELIABILITY, 1998, 47 (02) :188-196

[7]

Neyman Jerzy, 1959, PROBABILITY STATISTI, P213

[8]

SMITH RL, 1985, BIOMETRIKA, V72, P67, DOI 10.2307/2336336

[9]

Stein C., 1956, Proceedings of the Third Berkeley Symposium on Mathematical Statistics and Probability

[10] Sufficient conditions for the existence of a solution for the log-likelihood equations in the three-parameter gamma distribution [J].

Tzavelas, George .

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2008, 37 (09) :1371-1382

← 1 2 →