Stochastic comparisons of moment estimators of gamma distribution parameters

• Autorzy: Piotr Nowak
• Języki publikacji: EN

Abstrakty

EN

Recently the order preserving property of estimators has been intensively studied, e.g. by Gan and Balakrishnan and collaborators. In this paper we prove the stochastic monotonicity of moment estimators of gamma distribution parameters using the standard coupling method and majorization theory. We also give some properties of the moment estimator of the shape parameter and derive an approximate confidence interval for this parameter.

Kategorie tematyczne

• 62E99: None of the above, but in this section
• 62N05: Reliability and life testing
• 60E15: Inequalities; stochastic orderings

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Applicationes Mathematicae
• Rocznik: 2012
• Tom: 39
• Numer: 2
• Strony: 129-135

Daty

wydano

2012

Twórcy

autor

Piotr Nowak

• Mathematical Institute, University of Wrocław, Pl. Grunwaldzki 2/4, 50-384 Wrocław, Poland

Identyfikatory

DOI

10.4064/am39-2-1