Title
Parameter Estimation for the 3-Parameter Gamma Distribution Using the Continuation Method
Authors
H. Hirose
Source
IEEE Transactions on Reliability, Vol.47, No.2, pp.188-196 (1998.6)
Abstract
This paper shows a maximum-likelihood (ML) parameter estimation algorithm for the 3-parameter Gamma distribution. The algorithm, a combination of the continuation method and the extended Gamma. distribution model, can find the local ML estimates of the parameters without a careful selection of the starting point in the iterative process. This algorithm is more efficient than previous algorithms, and can find the multiple local ML estimates.
Key Words
gamma distribution, continuation method, maximum likelihood estimation, reparameterization, multiple solutions
Citation

　

Times Cited in Web of Science: 9

Times Cited in Google Scholar: 14

Cited in Books:

Inspec: 1

WoS: JOURNAL OF STATISTICAL PLANNING AND INFERENCE 巻: 142 号: 7 ページ: 2087-2102 DOI: 10.1016/j.jspi.2012.01.018 発行: JUL 2012; JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION 巻: 81 号: 9 ページ: 1099-1109 DOI: 10.1080/00949651003680802 発行: 2011 ; JOURNAL OF STATISTICAL COMPUTATION AND
SIMULATION Volume: 79 Issue: 12 Pages: 1457-1466 Published: 2009; COMMUNICATIONS IN STATISTICS-THEORY AND METHODS Volume: 37 Issue: 9 Pages: 1371-1382 Published: 2008; EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 164 (2): 367-377 JUL 16 2005; EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 155 (3): 675-682 JUN 16 2004; IEICE TRANSACTIONS ON FUNDAMENTALS OF ELECTRONICS COMMUNICATIONS AND COMPUTER SCIENCES E86A (5): 1256-1265 MAY 2003; IEEE TRANSACTIONS ON DIELECTRICS AND ELECTRICAL INSULATION 9 (4): 524-536 AUG 2002; MATHEMATICS AND COMPUTERS IN SIMULATION 54 (13): 81-97 NOV 30 2000;