A Note on the Estimation of Restricted Scale Parameters of Gamma Distributions
Yuan-Tsung Chang
Abstract
Yuan-Tsung Chang
Abstract
In this paper an admissible estimator of the scale parameter of a Gamma distribution is derived, which is bounded above. Next, the simultaneous estimation of p scale parameters of Gamma distributions are considered that are bounded above. Moreover, simultaneous estimation of two ordered scale parameters of two Gamma distributions is investigated in terms of the mean square error (MSE). Finally, some simulation results are given for illustrating the improvement obtained with the new estimators, when compared with the usual estimators.
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In this paper an admissible estimator of the scale parameter of a Gamma distribution is derived, which is bounded above. Next, the simultaneous estimation of p scale parameters of Gamma distributions are considered that are bounded above. Moreover, simultaneous estimation of two ordered scale parameters of two Gamma distributions is investigated in terms of the mean square error (MSE). Finally, some simulation results are given for illustrating the improvement obtained with the new estimators, when compared with the usual estimators.
Key concepts: Estimator, Bounded function, Scale (ratio), Mathematics, Scale parameter, Statistics, Gamma distribution, Estimation