Title: Simultaneously estimating the three parameters of the generalized gamma distribution
Abstract: This paper is concerned with maximizing the log likelihood function of the the generalized gamma distribution that was introduced in 1962 by E. W. Stacy. This task is facilitated by using an equation obtained from differentiating with respect to one of the three parameters the log likelihood function and from equating to zero the result of the differentiation; then this pararmeter is expressed in terms of the other two parameters. A Lanczos approximation is used to calculate the gamma function, which is a part of the density function. Some important special cases of this distribution are the exponential distribution, the Weibull distribution, and the gamma distribution. Included in the present paper are two complete programs in BASIC and their outputs for two numerical examples from the literature.
Publication Year: 1993
Publication Date: 1993-12-01
Language: en
Type: article
Indexed In: ['crossref']
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Cited By Count: 1
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