1975Communications in StatisticsRequires access

Improved maximum likelihood estimators for the gamma distribution

Claire Anderson, W. D. Ray

Open publisher page 15 citations

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.

About this research paper

What this paper is about

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.

Why it matters

OpenAlex reports 15 citations for this work. Citation counts describe recorded attention and do not establish research quality.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Available 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.

Key concepts: Estimator, Statistics, Maximum likelihood, Gamma distribution, M-estimator, Mean squared error, Restricted maximum likelihood, Generalized gamma distribution

Related papers

Back to paper searchBrowse research topicsOriginal source
Improved maximum likelihood estimators for the gamma distribution — Research Paper | ScholarLens