Journal article
Simple efficient estimation for the three-parameter gamma distribution
Abstract
We propose some simple efficient estimators for the three-parameter gamma distribution. In addition to their computational superiority, these estimators are more efficient (in terms of mean square errors) than the modified moment estimators proposed by Cohen and Whitten and are also more efficient than the maximum likelihood estimators for small as well as moderately large sample sizes. Two illustrative examples are finally presented.
Authors
Balakrishnan N; Wang J
Journal
Journal of Statistical Planning and Inference, Vol. 85, No. 1-2, pp. 115–126
Publisher
Elsevier
Publication Date
April 2000
DOI
10.1016/s0378-3758(99)00074-9
ISSN
0378-3758