Parameter estimation for the 3-parameter gamma distribution using the continuation method

被引：10
|
作者：
Hirose, H [1 ]
机构：
[1] Kyushu Inst Technol, Dept Control & Sci, Fukuoka 8208502, Japan
来源：
IEEE TRANSACTIONS ON RELIABILITY | 1998年 / 47卷 / 02期
关键词：
gamma distribution; continuation method; maximum likelihood estimation; reparameterization; multiple solutions;
D O I：
10.1109/24.722287
中图分类号：
TP3 [计算技术、计算机技术];
学科分类号：
0812 ;
摘要：
This paper shows a maximum-likelihood (ML) parameter estimation algorithm for the 3-parameter Gamma distribution. The algorithm, a combination of the continuation method and the extended Gamma. distribution model, can find the local ML estimates of the parameters without a careful selection of the starting point in the iterative process. This algorithm is more efficient than previous algorithms, and can find the multiple local ML estimates.
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页码：188 / 196
页数：9
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