INFERENCES ON THE SHAPE PARAMETER OF A GAMMA DISTRIBUTION - A CONDITIONAL APPROACH

A conditional method for inferences on the shape parameter of a two-parameter gamma distribution is presented in this article. A simple numerical implementation of this conditional method is developed; this is a computer program that takes the observed data as input and produces the confidence distribution function for the shape parameter, which in turn provides approximate observed significance levels and confidence intervals for that parameter, as output. These approximations are extremely accurate even for very small sample size and are numerically simple and easy to obtain.