Inferences Concerning The Mean Of The Gamma Distribution
Abstract
Approximate tests for the mean of a gamma distribution with both parameters unknown are derived. The power of these tests is close to the power of the corresponding uniformly most powerful tests for the mean when the shape parameter is assumed known. The tests are studied by Monte Carlo simulation, and limiting results are also provided as the shape parameter goes to zero or infinity, as well as for the large-sample case. A limited study indicating the nonrobustness of the standard t test for this case is also included. © 1980, Taylor & Francis Group, LLC.
Recommended Citation
J. V. Grice and L. J. Bain, "Inferences Concerning The Mean Of The Gamma Distribution," Journal of the American Statistical Association, vol. 75, no. 372, pp. 929 - 933, Taylor and Francis Group; Taylor and Francis; American Statistical Association, Jan 1980.
The definitive version is available at https://doi.org/10.1080/01621459.1980.10477574
Department(s)
Mathematics and Statistics
Keywords and Phrases
Approximate tests; Gamma distribution; Maximum likelihood; Mean of the gamma distribution
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 1980
