Comparisons of approximate tail probabilities for the shape parameter of the gamma distribution.

DOI10.1016/S0167-9473(98)00014-0zbMath1042.62544MaRDI QIDQ1129104

Augustine C. M. Wong, Jian Rong Wu

Publication date: 13 August 1998

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

Conditional inferenceProfile likelihoodConfidence distribution functionOrthogonal parameterSaddle-point approximation

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32)

Related Items (1)

Three enigmatic examples and inference from likelihood

Cites Work

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• Saddlepoint methods and statistical inference. With comments and a rejoinder by the author
• Tail probabilities from observed likelihoods
• On a formula for the distribution of the maximum likelihood estimator
• Testing Hypotheses about the Shape Parameter of a Gamma Distribution
• Modified signed log likelihood ratio
• Saddlepoint expansions for conditional distributions
• Saddle point approximation for the distribution of the sum of independent random variables

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