Informatics and Applications
2021, Volume 15, Issue 3, pp 57-62
A METHOD FOR ESTIMATING BENT, SHAPE AND SCALE PARAMETERS OF THE GAMMA-EXPONENTIAL DISTRIBUTION
- A. A. Kudryavtsev
- O. V. Shestakov
- S. Ya. Shorgin
Abstract
The article discusses a modified method of moments for estimating three of five parameters of the gamma-exponential distribution. It is proposed to estimate the distribution parameters based on its logarithmic moments. An explicit form of estimates of the bent, shape, and scale parameters is given for fixed concentration parameters of the gamma-exponential distribution; the strong consistency of the obtained estimates is justified. The article also discusses the method of eliminating unnecessary solutions to the system of equations for logarithmic article moments; a number of numerical examples are presented to illustrate the derivation of estimates from model samples. Since the analyzed distribution is closely related to the generalized gamma distribution and the generalized beta distribution of the second kind, the results of this work can be widely used in applied problems using continuous distributions with an unbounded nonnegative support for modeling.
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[+] About this article
Title
A METHOD FOR ESTIMATING BENT, SHAPE AND SCALE PARAMETERS OF THE GAMMA-EXPONENTIAL DISTRIBUTION
Journal
Informatics and Applications
2021, Volume 15, Issue 3, pp 57-62
Cover Date
2021-09-30
DOI
10.14357/19922264210308
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  ,  ,
O. V. Shestakov , ,  ,
and S. Ya. Shorgin
Author Affiliations
Department of Mathematical Statistics, Faculty of Computational Mathematics and Cybernetics, M. V Lomonosov Moscow State University, 1-52 Leninskie Gory, GSP-1, Moscow 119991, Russian Federation
Moscow Center for Fundamental and Applied Mathematics, M. V. Lomonosov Moscow State University,
1 Leninskie 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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