Maximum Likelihood Estimation of the Parameters of the Gamma Distribution and Their Bias
Maximum Likelihood Estimation of the Parameters of the Gamma Distribution and Their Bias
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DOI：
10.1080/00401706.1969.10490731
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发表时间：
1969-11
期刊：
影响因子：
2.5
通讯作者：
S. C. Choi;R. Wette
中科院分区：
文献类型：
--
作者：
S. C. Choi;R. Wette
研究了Gamma分布参数估计的极大似然法的数值方法。一个方便的表格，以方便最大似然估计的参数和方差-协方差矩阵的估计。估计的偏差进行了数值研究。实证结果表明，最大似然法产生的两个参数估计的偏差是积极的。
The numerical technique of the maximum likelihood method to estimate the parameters of Gamma distribution is examined. A convenient table is obtained to facilitate the maximum likelihood estimation of the parameters and the estimates of the variance-covariance matrix. The bias of the estimates is investigated numerically. The empirical result indicates that the bias of both parameter estimates produced by the maximum likelihood method is positive.