Informatics and Applications
2020, Volume 14, Issue 3, pp 49-54
METHOD OF LOGARITHMIC MOMENTS FOR ESTIMATING THE GAMMA-EXPONENTIAL DISTRIBUTION PARAMETERS
- A. A. Kudryavtsev
- O. V. Shestakov
Abstract
The article discusses a modified method of moments for estimating the parameters of gamma-exponential distribution. The strong consistency of the estimates obtained is proved. Gamma-exponential distribution is a convenient mechanism for modeling the processes and phenomena using scale mixtures of generalized gamma distributions. Such problems arise in many fields of science under the assumption that the considered parameters are randomized and can be described in terms of Bayesian balance models. The obtained results can be applied in a wide class of problems that use for modeling the distribution with positive unlimited support, without additional assumptions about the representation of the studied object in terms of a scale mixture, due to the wide variety of density types of the five-parameter gamma-exponential distribution.
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[+] About this article
Title
METHOD OF LOGARITHMIC MOMENTS FOR ESTIMATING THE GAMMA-EXPONENTIAL DISTRIBUTION PARAMETERS
Journal
Informatics and Applications
2020, Volume 14, Issue 3, pp 49-54
Cover Date
2020-09-30
DOI
10.14357/19922264200307
Print ISSN
1992-2264
Publisher
Institute of Informatics Problems, Russian Academy of Sciences
Additional Links
Key words
parameter estimation; gamma-exponential distribution; mixed distributions; generalized gamma distribution; method of moments; consistent estimate
Authors
A. A. Kudryavtsev  and O. V. Shestakov , 
Author Affiliations
Department of Mathematical Statistics, Faculty of Computational Mathematics and Cybernetics, M. V Lomonosov Moscow State University, 1-52 Leninskiye Gory, GSP-1, Moscow 119991, Russian Federation
Institute of Informatics Problems, Federal Research Center "Computer Science and Control" of the Russian Academy of Sciences, 44-2 Vavilov Str., Moscow 119333, Russian Federation
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