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Bayesian Parameter Estimation of the Four-Parameter Gamma Distribution
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 Title & Authors
Bayesian Parameter Estimation of the Four-Parameter Gamma Distribution
Oh, Mi-Ra; Kim, Kyung-Sook; Cho, Wan-Hyun; Son, Young-Sook;
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A Bayesian estimation of the four-parameter gamma distribution is considered under the noninformative prior. The Bayesian estimators are obtained by the Gibbs sampling. The generation of the shape/power parameter and the power parameter in the Gibbs sampler is implemented using the adaptive rejection sampling algorithm of Gilks and Wild (1992). Also, the location parameter is generated using the adaptive rejection Metropolis sampling algorithm of Gilks, Best and Tan (1995). Finally, the simulation result is presented.
Four-parameter gamma distribution;noninformative prior;Gibbs sampling;adaptive rejection sampling;adaptive rejection Metropolis sampling;
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