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

Hessian matrixmaximum likelihood estimatorprofile functionstationary value

Mathematics Subject Classification ID

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

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Cited in

(5)

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

Describes a project that uses

Uses Software

• Mathematica

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