Estimates of the Gamma Distribution

Estimates of the Gamma Distribution - Step 1: Estimate the...

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Step 1: Estimate the gamma distribution using maximum likelihood: 1 1 12 1 11 , 1 , , , 1 ln , , , ln ln 1 ln i x n x ni n i nn n i i ii xe fx L x x x x e L x x x n n x x Note that if we define two statistics 1 1 2 1 ln n i i n i i Tx These statistics contain all the information in the sample and completely define the distribution. Step 2: Estimate the gamma distribution using method of moments. We know that the first four
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This note was uploaded on 07/18/2011 for the course AEB 6933 taught by Professor Carriker during the Fall '09 term at University of Florida.

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