New moment estimation of parameters of the generalized gamma distribution using it's characterization

被引：29

作者：

Huang, Ping-Huang ^{[1
]}

Hwang, Tea-Yuan

机构：

[1] Aletheia Univ, Dept Stat & Insurance, Tamsui 25103, Taiwan

[2] Natl Tsing Hua Univ, Inst Stat, Hsinchu 30043, Taiwan

来源：

TAIWANESE JOURNAL OF MATHEMATICS | 2006年 / 10卷 / 04期

关键词：

maximum likelihood estimator; sample coefficient of variation; gamma distribution; Weibull distribution; reliability;

D O I：

10.11650/twjm/1500403894

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this paper, the three estimators for three parameters of the generalized gamma distribution are proposed by using its characterization, and shown to be more convenient and more efficient than the maximum likelihood estimator for small samples. Furthermore, the estimators for the parameter of its special distribution such as gamma and Weibull distributions which are the most important in the reliability field and survival analysis are obtained.

引用

页码：1083 / 1093

页数：11

共 14 条

[1]

[Anonymous], WEATHER REV, DOI [DOI 10.1175/1520-0493(1958)0862.0.CO

[2]

2,1958, DOI 10.1175/1520-0493(1958)086<0117:ANOTGD>2.0.CO

[3]

[4] STUDY OF DISTRIBUTIONAL SHAPE IN LIFE TESTING [J].

FAREWELL, VT ;

PRENTICE, RL .

TECHNOMETRICS, 1977, 19 (01) :69-75

[5]

GREENWOOD JA, 1960, TECHNOMETRICS, V19, P333

[6]

HARGER HW, 1970, J AM STAT ASSOC, V65, P1601

[7] MAXIMUM-LIKELIHOOD ESTIMATION OF PARAMETERS OF A 4-PARAMETER GENERALIZED GAMMA POPULATION FROM COMPLETE AND CENSORED SAMPLES [J].

HARTER, HL .

TECHNOMETRICS, 1967, 9 (01) :159-&

[8] On some characterizations of population distributions [J].

Hwang, TY ;

Hu, CY .

TAIWANESE JOURNAL OF MATHEMATICS, 2000, 4 (03) :427-437

[9] On new moment estimation of parameters of the gamma distribution using its characterization [J].

Hwang, TY ;

Huang, PH .

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2002, 54 (04) :840-847

[10] On a characterization of the gamma distribution: The independence of the sample mean and the sample coefficient of variation [J].

Hwang, TY ;

Hu, CY .

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1999, 51 (04) :749-753

← 1 2 →