ESTIMATION OF PARAMETERS OF THE GAMMA DISTRIBUTION IN THE PRESENCE OF OUTLIERS GENERATED FROM UNIFORM DISTRIBUTION

被引：0
|
作者：
Nooghabi, Mehdi J. [1 ]
Nooghabi, Hadi Jabbari [2 ]
Nasiri, Parviz F. [3 ]
机构：
[1] Univ Bombay, Dept Stat, Bombay, Maharashtra, India
[2] Ferdowsi Univ Mashhad, Dept Stat, Mashhad, Iran
[3] Payeme Noor Univ Tehran, Dept Stat, Tehran, Iran
来源：
PAKISTAN JOURNAL OF STATISTICS | 2009年 / 25卷 / 01期
关键词：
Gamma distribution; Outlier; Uniform distribution; Moment Estimator; Maximum likelihood estimator; Mixture estimator; Newton-Raphson;
D O I：
暂无
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
The maximum likelihood, moment and mixture of the estimators are derived for samples from the gamma distribution in the presence of outliers generated from uniform distribution. These estimators are compared empirically when all the parameters are unknown; their bias and determinants are investigated with the help of numerical technique. We have shown that these estimators are asymptotically unbiased. At the end, we conclude that mixture estimators are better than the maximum likelihood and moment estimators.
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页码：15 / 26
页数：12
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