Asymptotic covariances for the generalized gamma distribution

• Autorzy: Christopher S. Withers , Saralees Nadarajah
• Języki publikacji: EN

Abstrakty

EN

The five-parameter generalized gamma distribution is one of the most flexible distributions in statistics. In this note, for the first time, we provide asymptotic covariances for the parameters using both the method of maximum likelihood and the method of moments.

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Applicationes Mathematicae
• Rocznik: 2011
• Tom: 38
• Numer: 1
• Strony: 85-92

Daty

wydano

2011

Twórcy

autor

Christopher S. Withers

• Applied Mathematics Group, Industrial Research Limited, Lower Hutt, New Zealand

autor

Saralees Nadarajah

• School of Mathematics, University of Manchester, Manchester M13 9PL, UK

Identyfikatory

DOI

10.4064/am38-1-6