论文信息 - Parameter estimation for the 3-parameter Gamma distribution using the continuation method

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

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.

Hideo Hirose | H. Hirose

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