On New Moment Estimation of Parameters of the Gamma Distribution Using its Characterization
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In this paper, the more convenient estimators of both parameters of the gamma distribution are proposed by using its characterization, and shown to be more efficient than the maximum likelihood estimator and the moment estimator for small samples. Furthermore, the distribution of the square of the sample coefficient of variation is obtained by computer simulation for some various values of the parameters and sample size, and thus the simulated confidence interval of its shape parameter is established.
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- On New Moment Estimation of Parameters of the Gamma Distribution Using its Characterization
Annals of the Institute of Statistical Mathematics
Volume 54, Issue 4 , pp 840-847
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- Kluwer Academic Publishers
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- Sample coefficient of variation
- shape parameter
- moment estimator
- gamma distribution
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