Classical Estimator of Parameters of the Gamma Case With Presence of Two Outliers |
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Authors: | Einolah Deiri |
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Affiliation: | 1. Department of Statistics, Qaemshahr Branch , Islamic Azad University , Mazandaran , Iran Deiri53@gmail.com |
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Abstract: | The authors derive the moment, maximum likelihood, and mixture estimators of parameters of the gamma distribution with presence of two outliers generated from uniform distribution. These estimators are compared empirically when all the parameters are unknown; their bias and mean squared error are investigated with the help of numerical technique. The authors shown that these estimators are asymptotically unbiased. At the end, they conclude that mixture estimators are better than the maximum likelihood and moment estimators. |
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Keywords: | Gamma distribution Mixture estimator Moment and maximum likelihood estimators Newton–Raphson method Outliers |
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