Bayesian Estimation of the Two-Parameter Gamma Distribution

DOI10.1080/03610910600591925MaRDI QIDQ5481618zbMATH OpenOpenAlexFDO

Authors Young Sook Son, Mira Oh

Publication date 10 August 2006

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610910600591925

zbMATH Keywords

maximum likelihood estimationnoninformative priorGibbs samplingrejection samplingadaptive rejection samplingtwo-parameter gamma distributionthe method of moments estimation

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05)

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Cites work

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• scientific article; zbMATH DE number 3523004 (Why is no real title available?)
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• Adaptive Rejection Sampling for Gibbs Sampling
• Aids for Fitting the Gamma Distribution by Maximum Likelihood
• Bayesian Analysis of the Two-Parameter Gamma Distribution
• EXACT INFERENCE IN FOUR-PARAMETER GENERALIZED GAMMA DISTRIBUTIONS
• Monte Carlo methods in Bayesian computation
• Monte Carlo sampling methods using Markov chains and their applications
• Sampling-Based Approaches to Calculating Marginal Densities
• Simulation methodology - an introduction for queueing theorists

Cited in

(14)

• Analysis of progressive type-II censored gamma distribution
• scientific article; zbMATH DE number 6266474 (Why is no real title available?)
• Bayesian estimation in Kibble's bivariate gamma distribution
• Algorithmic inference of two-parameter gamma distribution
• Comparison of some interval estimation methods for the parameters of the gamma distribution
• An algorithm to construct Monte Carlo confidence intervals for an arbitrary function of probability distribution parameters
• Bayes estimation for the parameter of \(\varGamma(\theta,1/2)\) with several loss functions
• A generalized Gumbel distribution and its parameter estimation
• Bayes estimation and prediction of the two-parameter gamma distribution
• Selection of suitable prior for the Bayesian mixture of a class of lifetime distributions under type-I censored datasets
• Fast and Accurate Approximation of the Full Conditional for Gamma Shape Parameters
• Exchangeable mortality projection
• Bayesian inference and life testing plans for generalized exponential distribution
• scientific article; zbMATH DE number 6453252 (Why is no real title available?)

Describes a project that uses

Uses Software

• Matlab

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