On approximate inference for the two-parameter gamma model

DOI10.1007/BF02926018zbMath0817.62006MaRDI QIDQ1805535

Yanyan Li

Publication date: 2 July 1995

Published in: Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

saddlepoint approximationaveraging methodStirling's formulascale parametershape parametertwo-sample caseconfidence distribution functionobserved levels of significancetwo-parameter gamma model

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (4)

Accurate inference for scale and location families ⋮ On the accuracy of approximate studentization ⋮ Approximate studentization for Pareto distribution with application to censored data ⋮ A fast robust method for fitting gamma distributions

Cites Work

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• Saddlepoint methods and statistical inference. With comments and a rejoinder by the author
• A Two-Sample Test of Equal Gamma Distribution Scale Parameters with Unknown Common Shape Parameter
• Statistical Inference: Likelihood to Significance
• Test of Equal Gamma-Distribution Means with Unknown and Unequal Shape Parameters
• Saddle point approximation for the distribution of the sum of independent random variables
• A Two-Moment Chi-Square Approximation for the Statistic Log ( _ x   / ~ x   )
• A note on partially Bayes inference and the linear model
• Approximate Studentization with marginal and conditional inference
• Two new properties of mathematical likelihood
• Saddlepoint Approximations in Statistics

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