Skip to main content
SpringerLink
Log in

Estimation of the parameters of log-gamma distribution using order statistics

  • Published:
Metrika Aims and scope Submit manuscript

Abstract

In this work we propose a technique of estimating the location parameter μ and scale parameter σ of log-gamma distribution by U-statistics constructed by taking best linear functions of order statistics as kernels. The efficiency comparison of the proposed estimators with respect to maximum likelihood estimators is also made.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Log in via an institution

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Similar content being viewed by others

References

  • Balakrishnan N, Chan PS (1994) Asymptotic best linear unbiased estimation for the log-gamma distribution. Sankhya B56:314–322

    MATH  MathSciNet  Google Scholar 

  • Balakrishnan N, Chan PS (1998) Log-gamma order statistics and linear estimation of parameters. In: Balakrishnan N, Rao CR (eds) Handbook of statistics, vol 17 – order statistics and their applications. Elsevier Science B.V., Amsterdam, pp 61–83

    Google Scholar 

  • Balakrishnan N, Cohen AC (1991) Order statistics and inference: estimation methods. Academic, San Diego

    MATH  Google Scholar 

  • Balakrishnan N, Rao CR (1998) Handbook of statistics vol 16 – order statistics: theory and methods. Elsevier Science B.V., Amsterdam

    Google Scholar 

  • Blom G (1980) Extrapolation of linear estimates to larger sample sizes. J Am Stat Assoc 75:912–917

    Article  MATH  MathSciNet  Google Scholar 

  • David HA, Nagaraja HN (2003) Order statistics, 3rd edn. Wiley, New York

    Book  MATH  Google Scholar 

  • Hoeffding W (1948) A class of statistics with asymptotically normal distributions. Ann Math Stat 19:293–325

    MathSciNet  Google Scholar 

  • Lawless JF (1980) Inference in the generalized gamma and log-gamma distribution. Technometrics 22:67–82

    Article  MathSciNet  Google Scholar 

  • Lawless JF (1982) Statistical models and methods for lifetime data. Wiley, New York

    MATH  Google Scholar 

  • Lloyd EH (1952) Least-squares estimation of location and scale parameter using order statistics. Biometrika 39:88–95

    MATH  MathSciNet  Google Scholar 

  • Nair US (1936) The standard error of Gini’s mean difference. Biometrika 28:428–436

    MATH  Google Scholar 

  • Prentice RL (1974) A log-gamma model and its maximum likelihood estimation. Biometrika 61:539–544

    Article  MATH  MathSciNet  Google Scholar 

  • Samuel P, Thomas PY (2003) Estimation of the parameters of triangular distribution by order statistics. Calcutta Stat Assoc Bull 54:45–55

    MATH  MathSciNet  Google Scholar 

  • Sarhan AE, Greenberg BG (1962) Contributions to order statistics. Wiley, New York

    MATH  Google Scholar 

  • Serfling RJ (1980) Approximation theorems of mathematical statistics. Wiley, New York

    MATH  Google Scholar 

  • Thomas PY, Sreekumar NV (2004) Estimation of the scale parameter of generalized exponential distribution using order statistics. Calcutta Stat Assoc Bull 55:199–208

    MATH  MathSciNet  Google Scholar 

  • Young DH, Bakir ST (1987) Bias correction for a generalized log-gamma regression model. Technometrics 29:183–191

    Article  MATH  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Department of Statistics, University of Kerala, Trivandrum, 695 581, India

    N. V. Sreekumar & P. Yageen Thomas

Authors
  1. N. V. Sreekumar
    View author publications

    You can also search for this author in PubMed Google Scholar

  2. P. Yageen Thomas
    View author publications

    You can also search for this author in PubMed Google Scholar

Corresponding author

Correspondence to P. Yageen Thomas.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Sreekumar, N.V., Thomas, P.Y. Estimation of the parameters of log-gamma distribution using order statistics. Metrika 66, 115–127 (2007). https://doi.org/10.1007/s00184-006-0099-y

Download citation

  • Received:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s00184-006-0099-y

Keywords

Search

Navigation