Improved maximum likelihood estimators for the gamma distribution
Claire Anderson, W. D. Ray
Abstract
Claire Anderson, W. D. Ray
Abstract
Modifications designed to reduce the bias and mean square error of the maximum likelihood estimators for the two parameter gamma distribution are proposed and the performance of the new estimators is assessed by simulation experiments.
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Modifications designed to reduce the bias and mean square error of the maximum likelihood estimators for the two parameter gamma distribution are proposed and the performance of the new estimators is assessed by simulation experiments.
Key concepts: Estimator, Statistics, Maximum likelihood, Gamma distribution, M-estimator, Mean squared error, Restricted maximum likelihood, Generalized gamma distribution