Some simple estimators for the two-parameter gamma distribution. Issue 8 (14th September 2019)

• Record Type: Journal Article
• Authors: Saulo, Helton; Bourguignon, Marcelo; Zhu, Xiaojun; Balakrishnan, N.
• Is Part Of: Communications in statistics. Volume 48:Issue 8(2019)
• Page Start: 2425
• Page End: 2437
• Publication Date: 2019-09-14
• Subjects: Gamma distribution -- Maximum likelihood estimator -- Method of moments -- Modified moment estimator; Primary 62F10 -- Secondary 62F12; Mathematical statistics -- Periodicals; Mathematical statistics -- Data processing -- Periodicals; Digital computer simulation -- Periodicals; 519.5
• DOI: 10.1080/03610918.2018.1457693
• Languages: English
• ISSNs: 0361-0918

Abstract

ABSTRACT: 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.