Some simple estimators for the two-parameter gamma distribution

被引：5
|
作者：
Saulo, Helton [1 ,2 ]
Bourguignon, Marcelo [3 ]
Zhu, Xiaojun [4 ]
Balakrishnan, N. [2 ]
机构：
[1] Univ Brasilia, Dept Estat, BR-70910900 Brasilia, DF, Brazil
[2] McMaster Univ, Dept Math & Stat, Hamilton, ON, Canada
[3] Univ Fed Rio Grande do Norte, Dept Estat, Natal, RN, Brazil
[4] Xian Jiaotong Liverpool Univ, Dept Math Sci, Suzhou, Jiangsu, Peoples R China
来源：
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 2019年 / 48卷 / 08期
关键词：
Gamma distribution; Maximum likelihood estimator; Method of moments; Modified moment estimator; MOMENT ESTIMATION; PARAMETERS;
D O I：
10.1080/03610918.2018.1457693
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, we propose two new simple estimation methods for the two-parameter gamma distribution. The first one is a modified version of the method of moments, whereas the second one makes use of some key properties of the distribution. We then derive the asymptotic distributions of these estimators. Also, bias-reduction methods are suggested to reduce the bias of these estimators. The performance of the estimators are evaluated through a Monte Carlo simulation study. The probability coverages of confidence intervals are also discussed. Finally, two examples are used to illustrate the proposed methods.
引用
收藏
页码：2425 / 2437
页数：13
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