Title : ( Parameters Estimation of the Gamma Distribution in the Presence of Outliers Generated From Gamma Distribution )
Authors: Mehdi Jabbari Nooghabi , Parviz Nasiri ,
Full TextAbstract
The maximum likelihood, moment and mixture of the estimators are derived for samples from the gamma distribution in the presence of outliers generated from gamma distribution. These estimators are compared empirically when all parame- ters are unknown; their bias and mean squares error are investigated with the help of numerical technique. We have shown that these estimators are asymptotically unbiased. At the end, we conclude that mixture estimators are better than the maximum likelihood and moment estimators.
Keywords
, Gamma distribution, Outlier, Moment estimator, Maximum likelihood estimator, Mixture estimator, Newton-Raphson
@article{paperid:1030768,
author = {Jabbari Nooghabi, Mehdi and Parviz Nasiri},
title = {Parameters Estimation of the Gamma Distribution in the Presence of Outliers Generated From Gamma Distribution},
journal = {Wulfenia},
year = {2012},
volume = {19},
number = {10},
month = {October},
issn = {1561-882X},
pages = {1--11},
numpages = {10},
keywords = {Gamma distribution; Outlier; Moment estimator; Maximum likelihood
estimator; Mixture estimator; Newton-Raphson},
}
%0 Journal Article
%T Parameters Estimation of the Gamma Distribution in the Presence of Outliers Generated From Gamma Distribution
%A Jabbari Nooghabi, Mehdi
%A Parviz Nasiri
%J Wulfenia
%@ 1561-882X
%D 2012
