A Note on the Estimation of Restricted Scale Parameters of Gamma Distributions

Yuan-Tsung Chang ()
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Yuan-Tsung Chang: Mejiro University, Dept. of Social Information, Faculty of Studies on Contemporary Society

A chapter in Frontiers in Statistical Quality Control 9, 2010, pp 295-314 from Springer

Abstract: Summary In this paper an admissible estimator of the scale parameter of a Gamma distribution is derived, which is bounded above. Next, the simultaneous estimation of p scale parameters of Gamma distributions are considered that are bounded above. Moreover, simultaneous estimation of two ordered scale parameters of two Gamma distributions is investigated in terms of the mean square error (MSE). Finally, some simulation results are given for illustrating the improvement obtained with the new estimators, when compared with the usual estimators.

Keywords: Scale Parameter; Gamma Distribution; Maximum Likelihood Estimator; Simultaneous Estimation; Order Restriction (search for similar items in EconPapers)
Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-7908-2380-6_19

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DOI: 10.1007/978-3-7908-2380-6_19

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