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 |
Copyright and reproduction |
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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R2008-40 |
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) |
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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 |
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Keyword(1) |
Three-parameter gamma distribution |
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Consistent estimator |
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Order statistics |
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Maximum likelihood estimation |
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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.) |
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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 |
4 |
Date of Issue |
2008-12-05 (R) |
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