2010•Unpublished venueRequires access

A Note on the Estimation of Restricted Scale Parameters of Gamma Distributions

Yuan-Tsung Chang

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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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What this paper is about

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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Available 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.

Key concepts: Estimator, Bounded function, Scale (ratio), Mathematics, Scale parameter, Statistics, Gamma distribution, Estimation

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