Exact confidence intervals for the shape parameter of the gamma distribution

DOI10.1080/00949655.2015.1080705MaRDI QIDQ5222428OpenAlexFDO

Authors George Iliopoulos

Publication date 1 April 2020

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

Full work available at URL https://doi.org/10.1080/00949655.2015.1080705

zbMATH Keywords

gamma distributionmaximum likelihood estimatorshape parameterexact confidence intervalsmomentestimator

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• scientific article; zbMATH DE number 46578 (Why is no real title available?)
• scientific article; zbMATH DE number 605729 (Why is no real title available?)
• A Characterization of Bartlett's statistic involving incomplete beta functions
• A Two-Moment Chi-Square Approximation for the Statistic Log ( _ x &nbsp; / ~ x &nbsp; )
• An algorithm to construct Monte Carlo confidence intervals for an arbitrary function of probability distribution parameters
• Confidence Intervals From Monte Carlo Tests
• On estimation of the shape parameter of the gamma distribution
• On new moment estimation of parameters of the gamma distribution using its characterization
• On the Exact Distribution of a Normalized Ratio of the Weighted Geometric Mean to the Unweighted Arithmetic Mean in Samples From Gamma Distributions
• On the quantiles of the gamma and F distributions
• Testing Hypotheses about the Shape Parameter of a Gamma Distribution
• Tests and confidence intervals for the shape parameter of a gamma distribution
• The Ratio of the Geometric Mean to the Arithmetic Mean for a Random Sample from a Gamma Distribution
• The jackknife and bootstrap

Cited in

(8)

• Efficient closed-form maximum a posteriori estimators for the gamma distribution
• Inference for constant-stress accelerated degradation test based on gamma process
• Inference on the Gamma Distribution
• Confidence Interval Estimation of P(Y<X) in the Gamma Case
• Statistical analysis for the environment factor under the gamma distribution
• An approximate confidence interval for the scale parameter of the gamma distribution based on grouped data
• Degradation data analysis based on gamma process with random effects
• Exact confidence region for the parameters of the gamma distribution based on two independent samples

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