On new moment estimation of parameters of the gamma distribution using its characterization

被引：21

作者：

Hwang, TY

Huang, PH

机构：

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

[2] Aletheia Univ, Dept Stat & Insurance, Taipei 25103, Taiwan

来源：

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 2002年 / 54卷 / 04期

关键词：

sample coefficient of variation; shape parameter; moment estimator; gamma distribution;

D O I：

10.1023/A:1022471620446

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：

In this paper, the more convenient estimators of both parameters of the gamma distribution are proposed by using its characterization, and shown to be more efficient than the maximum likelihood estimator and the moment estimator for small samples. Furthermore, the distribution of the square of the sample coefficient of variation is obtained by computer simulation for some various values of the parameters and sample size, and thus the simulated confidence interval of its shape parameter is established.

引用

页码：840 / 847

页数：8

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