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Parameter estimation of gamma distribution
Zahrádková, Petra ; Kulich, Michal (advisor) ; Hlávka, Zdeněk (referee)
It is well-known that maximum likelihood (ML) estimators of the two parame- ters in a Gamma distribution do not have closed forms. The Gamma distribution is a special case of a generalized Gamma distribution. Two of the three likeli- hood equations of the generalized Gamma distribution can be used as estimating equations for the Gamma distribution, based on which simple closed-form estima- tors for the two Gamma parameters are available. Intuitively, performance of the new estimators based on likelihood equations should be close to the ML estima- tors. The study consolidates this conjecture by establishing the asymptotic beha- viours of the new estimators. In addition, the closed-forms enable bias-corrections to these estimators. 1

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