PARAMETER-ESTIMATION FOR THE 3-PARAMETER GAMMA-DISTRIBUTION USING THECONTINUATION METHOD

Authors
HIROSE H
Citation
H. Hirose, PARAMETER-ESTIMATION FOR THE 3-PARAMETER GAMMA-DISTRIBUTION USING THECONTINUATION METHOD, IEEE transactions on reliability, 47(2), 1998, pp. 188-196
Citations number
14
Categorie Soggetti
Computer Science Hardware & Architecture","Computer Science Software Graphycs Programming","Engineering, Eletrical & Electronic","Computer Science Hardware & Architecture","Computer Science Software Graphycs Programming
Journal title
IEEE transactions on reliability → ACNP
ISSN journal
00189529
Volume
47
Issue
2
Year of publication
1998
Pages
188 - 196
Database
ISI
SICI code
0018-9529(1998)47:2<188:PFT3GU>2.0.ZU;2-Y
Abstract
This paper shows a maximum-likelihood (ML) parameter estimation algori thm for the 3-parameter Gamma distribution. The algorithm, a combinati on of the continuation method and the extended Gamma. distribution mod el, can find the local ML estimates of the parameters without a carefu l selection of the starting point in the iterative process. This algor ithm is more efficient than previous algorithms, and can find the mult iple local ML estimates.