Construction Of Optimal Unbiased Inference Procedures For The Parameters Of The Gamma Distribution
Abstract
Methods for constructing uniformly most powerful unbiased two-sided tests of the parameters of the gamma distribution and the associated unbiased confidence intervals are discussed. These methods make use of existing results on construction of unbiased confidence intervals for the variance of a normal distribution. An approximation is derived for the conditional distribution of the statistic Wn = x/x given Gn = x/β. Tabulations which are convenient in calculating confidence limits for the shape parameter are given. © 1978 Taylor & Francis Group, LLC.
Recommended Citation
M. Engelhardt and L. J. Bain, "Construction Of Optimal Unbiased Inference Procedures For The Parameters Of The Gamma Distribution," Technometrics, vol. 20, no. 4, pp. 485 - 489, Taylor and Francis Group; Taylor and Francis; American Statistical Association, Jan 1978.
The definitive version is available at https://doi.org/10.1080/00401706.1978.10489703
Department(s)
Geosciences and Geological and Petroleum Engineering
Second Department
Mathematics and Statistics
Keywords and Phrases
Gamma distribution; Inference procedures; Unbiased
International Standard Serial Number (ISSN)
1537-2723; 0040-1706
Document Type
Article - Journal
Document Version
Citation
File Type
text
Language(s)
English
Rights
© 2023 Taylor and Francis Group; Taylor and Francis; American Statistical Association, All rights reserved.
Publication Date
01 Jan 1978
