Title :
Robust estimators of the 2-parameter gamma distribution
Author_Institution :
Dept. of Math. & Stat., Regina Univ., Sask., Canada
fDate :
6/1/1988 12:00:00 AM
Abstract :
The available estimators for parameters of the gamma distribution are moment estimators, maximum-likelihood estimators, and approximations to the maximum-likelihood estimators. These estimators are not suitable for small samples; however, they are still being used at the present time. The proposed robust estimators for scale and shape parameters are more suitable for small samples. They have RMS (root-mean-square) errors that are considerably smaller than those of the other estimators. In addition, they are easier to calculate, and are therefore appropriate in many applications
Keywords :
parameter estimation; reliability theory; statistical analysis; 2-parameter gamma distribution; parameter estimation; reliability; robust estimators; scale parameters; shape parameters; Maximum likelihood estimation; Parameter estimation; Reliability engineering; Reliability theory; Robustness; Root mean square; Shape; Statistical distributions;
Journal_Title :
Reliability, IEEE Transactions on