Modified moment and maximum likelihood estimators for parameters of the three-parameter gamma distribution

This article is concerned with modifications of both maximum likelihood and moment estimators for parameters of the three-parameter gamma distribution. Modifications employed here are essentially the same as those previously considered by the authors (1980, 1981) in connection with the lognormal distribution. Sampling behavior of the estimates is indicated by a Monte Carlo simulation. For certain combinations of parameter values, these new estimators appear better than both maximum likelihood and moment estimators with respect to bias, variance and/or ease of calculation.