Quantile estimation in the two-parameter gamma distribution
L.M. Pearson and M. Rahman (2008). Quantile estimation in the two-parameter gamma distribution. Journal of Statistical Research, Vol. 42, No. 2, pp. 141-149.
Abstract
The gamma distribution is applicable in situations where intervals between events are considered as well as where a skewed distribution is appropriate. Estimation of parameters is revisited in the two-parameter gamma distribution. The method of quantile estimates is implemented to this distribution. A comparative study between the method of moments, the maximum likelihood method, the method of product spacings, and the method of quantile estimates is performed using simulation. For the scale parameter, the maximum likelihood estimate performs better and for the shape parameter, the product spacings estimate performs better.
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