Stochastic comparisons of moment estimators of gamma distribution parameters

Piotr Nowak. "Stochastic comparisons of moment estimators of gamma distribution parameters." Applicationes Mathematicae 39.2 (2012): 129-135. <http://eudml.org/doc/279857>.

@article{PiotrNowak2012,
abstract = {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.},
author = {Piotr Nowak},
journal = {Applicationes Mathematicae},
keywords = {stochastic ordering; gamma distribution; moment estimator; confidence interval},
language = {eng},
number = {2},
pages = {129-135},
title = {Stochastic comparisons of moment estimators of gamma distribution parameters},
url = {http://eudml.org/doc/279857},
volume = {39},
year = {2012},
}

TY - JOUR
AU - Piotr Nowak
TI - Stochastic comparisons of moment estimators of gamma distribution parameters
JO - Applicationes Mathematicae
PY - 2012
VL - 39
IS - 2
SP - 129
EP - 135
AB - 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.
LA - eng
KW - stochastic ordering; gamma distribution; moment estimator; confidence interval
UR - http://eudml.org/doc/279857
ER -