Inferential Procedures For The Generalized Gamma Distribution

Author

Harold W. Hager
Lee J. Bain, Missouri University of Science and TechnologyFollow

Abstract

The maximum likelihood estimators of the parameters of the generalized gamma distribution are shown to have the property that (Equation presented) are distributed independently of a and b. Similar properties are also obtained for some Weibull-type statistics. These results are applied in particular to the problem of discriminating between the Weibull model and the generalized gamma model, and several test statistics are considered. In general, the Weibull model is quite flexible and, unless the sample size is quite large, is perhaps a preferable assumption because of the computational complexity and other difficulties encountered with the generalized gamma distribution. © Taylor & Francis Group, LLC.

Recommended Citation

H. W. Hager and L. J. Bain, "Inferential Procedures For The Generalized Gamma Distribution," Journal of the American Statistical Association, vol. 65, no. 332, pp. 1601 - 1609, Taylor and Francis Group; Taylor and Francis; American Statistical Association, Jan 1970.

The definitive version is available at https://doi.org/10.1080/01621459.1970.10481190

Department(s)

Mathematics and Statistics

International Standard Serial Number (ISSN)

1537-274X; 0162-1459

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 1970