Simple and accurate inference for the mean of the gamma model

DOI10.2307/3315359zbMath0876.62014OpenAlexW2111478657MaRDI QIDQ4344836

Nancy Reid, Augustine C. M. Wong, Donald A. S. Fraser

Publication date: 23 November 1997

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/0c778ef82064f2eb84204d4d8f8c5710740ded9e

zbMATH Keywords

saddlepoint approximationasymptotic approximationlocation modelsignificance functionaveragingsufficient statisticconditional likelihoodexponential modelcanonical parameterthird-order approximation

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)

Related Items (12)

Approximate Studentization with marginal and conditional inference ⋮ Fiducial inference for gamma distributions: two-sample problems ⋮ Interval estimation for the difference of two correlated gamma means: a generalized inference method and hybrid methods ⋮ Interval estimation for the exponential inverse Gaussian distribution ⋮ Small sample inference for gamma parameters: one‐sample and two‐sample problems ⋮ Efficient simulation from a gamma distribution with small shape parameter ⋮ Environmental data analysis based on the gamma distribution: compliance assessment using tolerance limits and exceedance fractions ⋮ Fiducial confidence limits and prediction limits for a gamma distribution: Censored and uncensored cases ⋮ Ancillaries and conditional inference (with comments and rejoinder) ⋮ A new method for interval estimation of the mean of the gamma distribution ⋮ A general method of inference for two-parameter continuous distributions ⋮ The p-value Function and Statistical Inference

Cites Work

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• Inferences Concerning the Mean of the Gamma Distribution
• The modified signed likelihood statistic and saddlepoint approximations
• A note on partially Bayes inference and the linear model
• Approximate Studentization with marginal and conditional inference

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