The maximum likelihood estimators of the parameters of the gamma distribution are always positively biased |
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| Authors: | M Berman |
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| Institution: | CSIRO Division of Mathematics and Statistics , Sydney, Australia |
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| Abstract: | Several authors have conjectured, on the basis of their numerical work, that the maximum likelihood estimators of the shape and scale parameters of the Gamma distribution are positively biased. It is proved that their conjecture is always true. |
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| Keywords: | conditional maximum likelihood estimator positive bias |
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