2001•Unpublished venueRequires access
Characteristic Function of Gamma Distribution and Its Point Estimation
Jun Sun
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Abstract
By the characteristic function and its properties,the few important theorms about Gamma distribution's numerical charateristics such as mean,variance and moment ect.are simply proved.In addition,the problem of parameter estimation are discussed,when the shape parameter α is known,the asymptotic effective estimation to the scale parameter λ is given as λ^=(nα-1)/∑ni=1X i,and the efficiency e n is provided by e n=1-2nα.