Properties of estimators for the gamma distribution |
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Authors: | K. O. Bownan L. R. Shenton |
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Affiliation: | 1. Union Carbide Corporation , Nuclear Division Oak Ridge , Tennessee, 37830;2. University of Georgia , Athens, Georgia, 30602 |
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Abstract: | Accurate moments of maximum likelihood and moment estimators for the scale and shape parameters of a two parameter gamma density are given, the former being tabulated over a segment of the parameter space. In addition, joint acceptance regions are given for a particular case. The three parameter model is also considered and comments made on second order asymptotics for the maximum likelihood estimators |
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Keywords: | asymptotic series bivariate contours error analysis maximum likelihood moments percentage points unbiased estimators |
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