On approximate inference for the two-parameter gamma model Articles First Online: 01 December 1995 Received: 04 May 1993 Revised: 16 December 1993 DOI :
10.1007/BF02926018

Cite this article as: Wong, A. Stat Papers (1995) 36: 49. doi:10.1007/BF02926018
Abstract In applied work, the two-parameter gamma model gives useful representations of many physical situations. It has a two dimensional sufficient statistic for the two parameters which describe shape and scale. This makes it superficially comparable to the normal model, but accurate and simple statistical inference procedures for each parameter have not been available. In this paper, the saddlepoint approximation is applied to approximate observed levels of significance of the shape parameter. An averaging method is proposed to approximate observed levels of significance of the scale parameter. These methods are extended to the two-sample case.

Keywords Averaging Confidence distribution function Observed level of significance Saddlepoint approximation Stirling’s formula

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