Bounds for the maximum likelihood estimates in two-parameter gamma distribution

Authors
Dang, H Weerakkody, G
Citation
H. Dang et G. Weerakkody, Bounds for the maximum likelihood estimates in two-parameter gamma distribution, J MATH ANAL, 245(1), 2000, pp. 1-6
Citations number
5
Categorie Soggetti
Mathematics
Journal title
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS
ISSN journal
0022247X → ACNP
Volume
245
Issue
1
Year of publication
2000
Pages
1 - 6
Database
ISI
SICI code
0022-247X(20000501)245:1<1:BFTMLE>2.0.ZU;2-P
Abstract
Bounds for the maximum likelihood estimator (MLE) of the shape parameter of the two-parameter gamma distribution are obtained for the first time. Thes e bounds are then utilized to develop an efficient algorithm for obtaining the MLE of the shape parameter which is guaranteed to converge. (C) 2000 Ac ademic Press.