Parameter estimation of the generalized gamma distribution

O. Gomes, C. Combes and A. Dussauchoy

Mathematics and Computers in Simulation (MATCOM), 2008, vol. 79, issue 4, 955-963

Abstract: This article focuses on the parameter estimation of the generalized gamma distribution. Because of many difficulties described in the literature to estimate the parameters, we propose here a new estimation method. The algorithm associated to this heuristic method is implemented in Splus. We validate the resulting routine on the particular cases of the generalized gamma distribution.

Keywords: Shifted generalized gamma distribution; Generalized gamma distribution; Parameter estimation; Chi-squared goodness-of-fit test (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (9)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:79:y:2008:i:4:p:955-963

DOI: 10.1016/j.matcom.2008.02.006

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