Title: Estimation in the three-parameter gamma distribution based on the empirical moment generation function
Abstract: The empirical moment generating function is used for the estimation of the shape, scale, and location parameters of a three-parameter gamma distribution. The proposed method is valid over the entire parameter space and avoids the difficulties associated with maximum likelihood estimation when the sample has a very large positive skewness. In addition, finite sample results from a simulation study indicate that the new procedure is more accurate than recently proposed modifications of both moment and maximum likelihood methods over important portions of the parameters space.
Publication Year: 1997
Publication Date: 1997-08-01
Language: en
Type: article
Indexed In: ['crossref']
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Cited By Count: 17
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