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Exact confidence intervals for the shape parameter of the gamma distribution |
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| Abstract: | In this paper exact confidence intervals (CIs) for the shape parameter of the gamma distribution are constructed using the method of Bølviken and Skovlund [Confidence intervals from Monte Carlo tests. J Amer Statist Assoc. 1996;91:1071–1078]. The CIs which are based on the maximum likelihood estimator or the moment estimator are compared to bootstrap CIs via a simulation study. |
| Keywords: | gamma distribution shape parameter maximum likelihood estimator momentestimator exact confidence intervals |