On estimation of the shape parameter of the gamma distribution

被引：11
|
作者：
Zaigraev, A. [1 ]
Podraza-Karakulska, A. [1 ]
机构：
[1] Nicholas Copernicus Univ, Fac Math & Comp Sci, PL-87100 Torun, Poland
来源：
STATISTICS & PROBABILITY LETTERS | 2008年 / 78卷 / 03期
关键词：
gamma distribution; maximum likelihood scale invariant estimator; maximum likelihood estimator; psi function;
D O I：
10.1016/j.spl.2007.07.003
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 problem of estimation of an unknown shape parameter under the sample drawn from the gamma distribution, where the scale parameter is also unknown, is considered. A new estimator, called the maximum likelihood scale invariant estimator, is proposed. It is established that both the bias and the variance of this estimator are less than that of the usual maximum likelihood estimator. A property of the psi function is also obtained. (c) 2007 Elsevier B.V. All rights reserved.
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页码：286 / 295
页数：10
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