Bayesian Estimation of the Two-Parameter Gamma Distribution

DOI10.1080/03610910600591925zbMath1093.62036OpenAlexW2062261977MaRDI QIDQ5481618

Young Sook Son, Mira Oh

Publication date: 10 August 2006

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910600591925

zbMATH Keywords

maximum likelihood estimationGibbs samplingrejection samplingnoninformative prioradaptive rejection samplingtwo-parameter gamma distributionthe method of moments estimation

Mathematics Subject Classification ID

Related Items (10)

Exchangeable mortality projection ⋮ A generalized Gumbel distribution and its parameter estimation ⋮ Analysis of progressive type-II censored gamma distribution ⋮ Comparison of some interval estimation methods for the parameters of the gamma distribution ⋮ Selection of suitable prior for the Bayesian mixture of a class of lifetime distributions under type-I censored datasets ⋮ Bayes estimation and prediction of the two-parameter gamma distribution ⋮ An algorithm to construct Monte Carlo confidence intervals for an arbitrary function of probability distribution parameters ⋮ Fast and Accurate Approximation of the Full Conditional for Gamma Shape Parameters ⋮ Algorithmic Inference of Two-Parameter Gamma Distribution ⋮ Bayesian inference and life testing plans for generalized exponential distribution

Uses Software

• Matlab

Cites Work

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• Simulation methodology - an introduction for queueing theorists
• Monte Carlo methods in Bayesian computation
• Aids for Fitting the Gamma Distribution by Maximum Likelihood
• Sampling-Based Approaches to Calculating Marginal Densities
• Bayesian Analysis of the Two-Parameter Gamma Distribution
• EXACT INFERENCE IN FOUR-PARAMETER GENERALIZED GAMMA DISTRIBUTIONS
• Adaptive Rejection Sampling for Gibbs Sampling
• Monte Carlo sampling methods using Markov chains and their applications

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