Journal of the Korean Data and Information Science Society

The Korean Data and Information Science Society (한국데이터정보과학회)
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Likelihood ratio in estimating gamma distribution parameters

  • Rahman, Mezbahur (Minnesota State University, Mankato, USA and BRAC University) ;
  • Muraduzzaman, S. M. (Bangladesh Institute of Health Science)
  • Received : 2010.02.02
  • Accepted : 2010.03.22
  • Published : 2010.03.31
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Abstract

The Gamma Distribution is widely used in Engineering and Industrial applications. Estimation of parameters is revisited in the two-parameter Gamma distribution. The parameters are estimated by minimizing the likelihood ratios. A comparative study between the method of moments, the maximum likelihood method, the method of product spacings, and minimization of three different likelihood ratios is performed using simulation. For the scale parameter, the maximum likelihood estimate performs better and for the shape parameter, the product spacings estimate performs better. Among the three likelihood ratio statistics considered, the Anderson-Darling statistic has inferior performance compared to the Cramer-von-Misses statistic and the Kolmogorov-Smirnov statistic.

Keywords

References

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