Maximum likelihood parameter estimation in the three-parameter gamma distribution with the use of Mathematica

DOI10.1080/00949650802403663MaRDI QIDQ3653264zbMATH OpenOpenAlexFDO

Authors George Tzavelas

Publication date 22 December 2009

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949650802403663

zbMATH Keywords

maximum likelihood estimatorHessian matrixprofile functionstationary value

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Software, source code, etc. for problems pertaining to statistics (62-04)

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Cited in

(5)

• A novel differential evolution algorithm approach for estimating the parameters of Gamma distribution: an application to the failure stresses of single carbon fibres
• Inference for a leptokurtic symmetric family of distributions represented by the difference of two gamma variates
• Maximum likelihood parameter estimation in the three-parameter gamma distribution
• Pooled estimators for the shape parameter of the three parameter gamma distribution
• Sufficient Conditions for the Existence of a Solution for the Log-Likelihood Equations in the Three-Parameter Gamma Distribution

Describes a project that uses

Uses Software

• Mathematica

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