Parameter estimation of the generalized gamma distribution

被引:65
作者
Gomes, O. [1 ]
Combes, C. [2 ]
Dussauchoy, A. [1 ]
机构
[1] Univ Lyon 1, PRISMa, F-69622 Villeurbanne, France
[2] Univ St Etienne, Fac Sci, EURISE, F-42023 St Etienne 2, France
关键词
Shifted generalized gamma distribution; Generalized gamma distribution; Parameter estimation; Chi-square goodness-of-fit test;
D O I
10.1016/j.matcom.2008.02.006
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
This article focuses on the parameter estimation of the generalized gamma distribution. Because of many difficulties described in the literature to estimate the parameters, we propose here a new estimation method. The algorithm associated to this heuristic method is implemented in Splus. We validate the resulting routine on the particular cases of the generalized gamma distribution. (C) 2008 IMACS. Published by Elsevier B.V. All rights reserved.
引用
收藏
页码:955 / 963
页数:9
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