The estimators of normalized moments of the gamma distribution
R J A Tough; R J A Tough; Defence Res. Agency, Malvern, UK
Журнал:
Journal of Physics A: Mathematical and General
Дата:
1994-12-07
Аннотация:
Exact results for the bias and variance of estimators of the normalized moments of gamma-distributed random variables, based on N independent samples, are derived. Some of the implications of these results for the analysis of K and gamma-distributed data are discussed; an illustrative example of such an analysis is included. These results extend and, in the large-N limit, reduce to the earlier perturbation calculations of Jakeman (1974) and Oliver (1986).
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