SCALE PARAMETER ESTIMATION OF THE GAMMA PROBABILITY FUNCTION BASED ON ONE ORDER STATISTIC,
Abstract
An unbiased maximum likelihood estimator for the scale parameter of the parent Gamma probability density function (shape parameter known) is developed, based on one order statistic. Three tables are produced. Tabe I contains the value of the mth smallest order statistic maximizing the efficiency of the estimator (as compared with the minimum variance unbiased estimator) for sample sizes n=1 to 50 by steps of 1. Table II contains coefficients of the mth order statistic of sample size n from the Gamma probability density function in exact upper and lower confidence bounds for the scale parameter. The mth smallest order statistic maximizing the efficiency of the upper bound is tabulated and if this value of m is not the same as that for the order statistic maximizing the efficiency of the central confidence interval the mth smallest order statistic maximizing the efficiency of the central confidence interval is tabulated in table III. Table values for a shape parameter of one were checked for accuracy against published results and agreed to within one digit in the last place. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Aug 01, 1963
- Accession Number
- AD0425223
Entities
People
- Robert Clay Karns
Organizations
- Air Force Institute of Technology