Estimation of parameters of the gamma distribution in the presence of outliers |
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| Authors: | Ulhas J Dixit |
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| Institution: | Department of Statistics , University of Bombay , Vidyanagari, Bombay, 400 098, India |
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| Abstract: | The maximum likelihood estimators and moment estimators are derived for samples from the Gamma distribution in the presence of outliers. These estimators are compared empirically when all the three parameters are unknown and when one of the three parameters is known; their bias and mean square error (MSE) are investigated with the help of numerical technique. |
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| Keywords: | outliers shape shifted shape and scale parameters moment estimator and maximum likelihood estimators |
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