ESTIMATION OF THE SCALE PARAMETER OF THE GAMMA DISTRIBUTION BY USE OF M ORDER STATISTICS.

Abstract

A technique is developed for estimating the scale parameter of a Gamma distribution with known shape parameter using m order statistics. Basic properties of the Gamma distribution and certain theoretical concepts of order statistics are presented. A linear unbiased minimum variance estimate can be computed by applying tabulated multiplying factors to the first m ordered observations. Multiplying factors which yield one-order-statistic estimates are also tabled. Two efficiencies for the oneorder-statistic estimators are given: the first is based on the m-order-statistic estimator and the second is based on the maximum likelihood estimator. Table ranges include shape parameters alpha = 1(1)3 for sample sizes n = 1(1)20 and alpha = 4(1)6 for n = 1(1)15. (Author)

Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1964
Accession Number
AD0610768

Entities

People

  • Richard A. Bruce

Organizations

  • Air Force Institute of Technology

Tags

DTIC Thesaurus Topics

  • Computing-Related Activities
  • Data Science
  • Efficiency
  • Estimators
  • Information Science
  • Interdisciplinary Science
  • Mathematical Analysis
  • Mathematics
  • Observation
  • Order Statistics
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Statistical inference.