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Paper Abstract and Keywords
Presentation 2008-12-12 13:25
Consistent estimators of parameters of three-parameter gamma disitribution
Hideki Nagatsuka, Hisashi Yamamoto (Tokyo Metropolitan Univ.), Toshinari Kamakura (Chuo Unive.) R2008-40
Abstract (in Japanese) (See Japanese page) 
(in English) The three-parameter gamma distribution, having location (threshold), scale and shape parameters, is frequently used as a model for distributions of life spans, reaction time, and for other types of non-symmetrical data. It is well known that the usual regularity conditions for the ML estimation of distribution which has threshold do not hold for some combinations of parameter values. In this paper, we propose a method for parameter estimation of the three-parameter gamma distribution. The proposed method has the following properties:(1) the estimates exist uniquely, (2) the estimators are consistent estimators, (3) the estimates can be obtained sequentially.
Keyword (in Japanese) (See Japanese page) 
(in English) Three-parameter gamma distribution / Consistent estimator / Order statistics / Maximum likelihood estimation / Bayesian likelihood estimation / / /  
Reference Info. IEICE Tech. Rep., vol. 108, no. 349, R2008-40, pp. 7-10, Dec. 2008.
Paper # R2008-40 
Date of Issue 2008-12-05 (R) 
ISSN Print edition: ISSN 0913-5685    Online edition: ISSN 2432-6380
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All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034)
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Conference Information
Committee R  
Conference Date 2008-12-12 - 2008-12-12 
Place (in Japanese) (See Japanese page) 
Place (in English) Kikai-Shinko-Kaikan Bldg. 
Topics (in Japanese) (See Japanese page) 
Topics (in English)  
Paper Information
Registration To R 
Conference Code 2008-12-R 
Language Japanese 
Title (in Japanese) (See Japanese page) 
Sub Title (in Japanese) (See Japanese page) 
Title (in English) Consistent estimators of parameters of three-parameter gamma disitribution 
Sub Title (in English)  
Keyword(1) Three-parameter gamma distribution  
Keyword(2) Consistent estimator  
Keyword(3) Order statistics  
Keyword(4) Maximum likelihood estimation  
Keyword(5) Bayesian likelihood estimation  
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1st Author's Name Hideki Nagatsuka  
1st Author's Affiliation Tokyo Metropolitan University (Tokyo Metropolitan Univ.)
2nd Author's Name Hisashi Yamamoto  
2nd Author's Affiliation Tokyo Metropolitan University (Tokyo Metropolitan Univ.)
3rd Author's Name Toshinari Kamakura  
3rd Author's Affiliation Chuo University (Chuo Unive.)
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Speaker Author-1 
Date Time 2008-12-12 13:25:00 
Presentation Time 25 minutes 
Registration for R 
Paper # R2008-40 
Volume (vol) vol.108 
Number (no) no.349 
Page pp.7-10 
#Pages
Date of Issue 2008-12-05 (R) 


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