JOURNAL ARTICLE
Estimation of parameters of the gamma distribution in the presence of outliers
Year: 1989 Journal: Communication in Statistics- Theory and Methods Vol: 18 (8)Pages: 3071-3085 Publisher: Taylor & Francis
Abstract
Abstract The maximum likelihood estimators and moment estimators are derived for samples from the Gamma distribution in the presence of outliers. These estimators are compared empirically when all the three parameters are unknown and when one of the three parameters is known; their bias and mean square error (MSE) are investigated with the help of numerical technique. Keywords: outliersshapeshifted shape and scale parametersmoment estimator and maximum likelihood estimators
Keywords:
Estimator Outlier M-estimator Mathematics Statistics Maximum likelihood Moment (physics) Mean squared error Gamma distribution Distribution (mathematics) Scale parameter Scale (ratio) Restricted maximum likelihood Applied mathematics Mathematical analysis Physics
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0.42
FWCI (Field Weighted Citation Impact)
12
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0.56
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Citation History
Topics
Statistical Distribution Estimation and Applications
Physical Sciences → Mathematics → Statistics and Probability
Advanced Statistical Methods and Models
Physical Sciences → Mathematics → Statistics and Probability
Probabilistic and Robust Engineering Design
Social Sciences → Decision Sciences → Statistics, Probability and Uncertainty
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