Title :
Parameter estimation for the 3-parameter Gamma distribution using the continuation method
Author_Institution :
Dept. of Control & Sci., Kyushu Inst. of Technol., Fukuoka, Japan
fDate :
6/1/1998 12:00:00 AM
Abstract :
This paper shows a maximum-likelihood (ML) parameter estimation algorithm for the 3-parameter Gamma distribution. The algorithm, a combination of the continuation method and the extended Gamma distribution model, can find the local ML estimates of the parameters without a careful selection of the starting point in the iterative process. This algorithm is more efficient than previous algorithms, and can find the multiple local ML estimates
Keywords :
failure analysis; gamma distribution; iterative methods; maximum likelihood estimation; parameter estimation; reliability theory; 3-parameter Gamma distribution; algorithm efficiency; continuation method; extended Gamma distribution model; iterative process; maximum-likelihood parameter estimation algorithm; reliability analysis; starting point; Gaussian distribution; Iterative algorithms; Iterative methods; Jacobian matrices; Maximum likelihood estimation; Newton method; Nonlinear equations; Parameter estimation; Phase change materials; Shape;
Journal_Title :
Reliability, IEEE Transactions on
