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
收藏
页码：1099 / 1109
页数：11
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