Exact confidence region for the parameters of the gamma distribution based on two independent samples |
| |
| Authors: | Zhenmin Chen Jie Mi |
| |
| Affiliation: | 1. Department of Statistics , Florida International University , University Park, Miami, FL, 33199, USA chenzh@fiu.edu;3. Department of Statistics , Florida International University , University Park, Miami, FL, 33199, USA |
| |
| Abstract: | The gamma distribution has been discussed by many authors. This article proposes an exact confidence region for the parameters of a two-parameter gamma distribution. The result is based on the fact that the percentiles of the F-distribution, with equal degrees of freedom k, are monotonic in k. |
| |
| Keywords: | Gamma distribution Joint confidence region Exact method |
|
|
