A Note on Bias of Closed-Form Estimators for the Gamma Distribution Derived From Likelihood Equations

Louzada, Francisco; Ramos, Pedro L.; Ramos, Eduardo

Abstract

We discuss here an alternative approach for decreasing the bias of the closed-form estimators for the gamma distribution recently proposed by Ye and Chen in 2017. We show that, the new estimator has also closed-form expression, is positive, and can be computed for n > 2. Moreover, the corrective approach returns better estimates when compared with the former ones.

Más información

Título según WOS: ID WOS:000472918300011 Not found in local WOS DB
Título de la Revista: AMERICAN STATISTICIAN
Volumen: 73
Número: 2
Editorial: AMER STATISTICAL ASSOC
Fecha de publicación: 2019
Página de inicio: 195
Página final: 199
DOI:

10.1080/00031305.2018.1513376

Notas: ISI