Efficient closed-form maximum a posteriori estimators for the gamma distribution

被引：12

作者：

Louzada, Francisco ^{[1
]}

Ramos, Pedro Luiz ^{[1
]}

机构：

[1] Univ Sao Paulo, Inst Math Sci & Comp, Sao Carlos, SP, Brazil

来源：

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION | 2018年 / 88卷 / 06期

基金：

巴西圣保罗研究基金会;

关键词：

Gamma distribution; Bayesian analysis; maximum likelihood estimators; closed-form estimator; M FADING PARAMETER; SHAPE PARAMETER; LIKELIHOOD-ESTIMATION;

D O I：

10.1080/00949655.2017.1422503

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

We proposed a new class of maximum a posteriori estimators for the parameters of the Gamma distribution. These estimators have simple closed-form expressions and can be rewritten as a bias-corrected maximum likelihood estimators presented by Ye and Chen [Closed-form estimators for the gamma distribution derived from likelihood equations. Am Statist. 2017;71(2):177-181]. A simulation study was carried out to compare different estimation procedures. Numerical results revels that our new estimation scheme outperforms the existing closed-form estimators and produces extremely efficient estimates for both parameters, even for small sample sizes.

引用

页码：1134 / 1146

页数：13

共 50 条

[41] Moment distribution method: closed-form representation
Jasim, NA
Karim, AA
[J]. PROCEEDINGS OF THE INSTITUTION OF CIVIL ENGINEERS-STRUCTURES AND BUILDINGS, 1999, 134 (04) : 359 - 362
[42] Closed-form evaluation of integrals involving the gamma function
Labib, Richard
de Montigny, Simon
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2017, 46 (17) : 8328 - 8342
[43] Closed-form Estimators for High-dimensional Generalized Linear Models
Yang, Eunho
Lozano, Aurelie C.
Ravikumar, Pradeep
[J]. ADVANCES IN NEURAL INFORMATION PROCESSING SYSTEMS 28 (NIPS 2015), 2015, 28
[44] Blind separation of linear instantaneous mixtures using closed-form estimators
Herrmann, F
Nandi, AK
[J]. SIGNAL PROCESSING, 2001, 81 (07) : 1537 - 1556
[45] A treeless absolutely random forest with closed-form estimators of expected proximities
Laska, Eugene
Lin, Ziqiang
Siegel, Carole
Marmar, Charles
[J]. STATISTICAL ANALYSIS AND DATA MINING, 2024, 17 (02)
[46] MAXIMUM LIKELIHOOD ESTIMATORS AND A POSTERIORI DISTRIBUTIONS
WOLFOWITZ, J
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1952, 23 (04): : 643 - 644
[47] Efficient closed-form estimation of large spatial autoregressions
Gupta, Abhimanyu
[J]. JOURNAL OF ECONOMETRICS, 2023, 232 (01) : 148 - 167
[48] Efficient Closed-Form Solution to Generalized Boundary Detection
Leordeanu, Marius
Sukthankar, Rahul
Sminchisescu, Cristian
[J]. COMPUTER VISION - ECCV 2012, PT IV, 2012, 7575 : 516 - 529
[49] Efficient Joint Source and Sensor Localization in Closed-Form
Sun, Ming
Yang, Le
Ho, Dominic K. C.
[J]. IEEE SIGNAL PROCESSING LETTERS, 2012, 19 (07) : 399 - 402
[50] FURTHER REMARKS ON MAXIMUM LIKELIHOOD ESTIMATORS FOR GAMMA DISTRIBUTION
SHENTON, LR
BOWMAN, KO
[J]. TECHNOMETRICS, 1972, 14 (03) : 725 - &

← 1 2 3 4 5 →