Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/17220
Title: A simulation based approach to the parameter estimation for the three-parameter gamma distribution
Authors: Pang, WK
Hou, SH
Yu, BWT
Li, KWK
Keywords: Adaptive rejection sampling
Continuation method
Gamma distribution
Markov chain Monte Carlo
Issue Date: 2004
Publisher: Elsevier
Source: European journal of operational research, 2004, v. 155, no. 3, p. 675-682 How to cite?
Journal: European journal of operational research 
Abstract: The gamma distribution is one of the commonly used statistical distribution in reliability. While maximum likelihood has traditionally been the main method for estimation of gamma parameters, Hirose has proposed a continuation method to parameter estimation for the three-parameter gamma distribution. In this paper, we propose to apply Markov chain Monte Carlo techniques to carry out a Bayesian estimation procedure using Hirose's simulated data as well as two real data sets. The method is indeed flexible and inference for any quantity of interest is readily available.
Description: ORP3 - Operation Research Peripatetic Postgraduate Programme, A EURO Conference for young OR researchers, The ORP3 Conference was held at LAMSADE, Universit e Paris Dauphine,26–29 September 2001
URI: http://hdl.handle.net/10397/17220
ISSN: 0377-2217
EISSN: 1872-6860
DOI: 10.1016/S0377-2217(02)00883-4
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