Christopher Stroude Withers, Saralees Nadarajah
Abstract
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The five-parameter generalized gamma distribution is one of the most flexible distributions in statistics. In this note, for the first time, we provide asymptotic covariances for the parameters using both the method of maximum likelihood and the method of
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The five-parameter generalized gamma distribution is one of the most flexible distributions in statistics. In this note, for the first time, we provide asymptotic covariances for the parameters using both the method of maximum likelihood and the method of
Key concepts: Generalized gamma distribution, Generalized integer gamma distribution, Gamma distribution, Mathematics, Applied mathematics, Inverse-gamma distribution, Generalized beta distribution, Maximum likelihood