Geodesic
Stochastic comparisons of moment estimators of gamma distribution parameters
Piotr Nowak1
1 Mathematical Institute University of Wrocław Pl. Grunwaldzki 2/4 50-384 Wrocław, Poland
Applicationes Mathematicae, Tome 39 (2012) no. 2, pp. 129-135 Cet article a éte moissonné depuis la source Institute of Mathematics Polish Academy of Sciences

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Recently the order preserving property of estimators has been intensively studied, e.g. by Gan and Balakrishnan and collaborators. In this paper we prove the stochastic monotonicity of moment estimators of gamma distribution parameters using the standard coupling method and majorization theory. We also give some properties of the moment estimator of the shape parameter and derive an approximate confidence interval for this parameter.
DOI : 10.4064/am39-2-1
Keywords: recently order preserving property estimators has intensively studied gan balakrishnan collaborators paper prove stochastic monotonicity moment estimators gamma distribution parameters using standard coupling method majorization theory properties moment estimator shape parameter derive approximate confidence interval parameter

Piotr Nowak 1

1 Mathematical Institute University of Wrocław Pl. Grunwaldzki 2/4 50-384 Wrocław, Poland 
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Piotr Nowak. Stochastic comparisons of moment estimators
 of gamma distribution parameters. Applicationes Mathematicae, Tome 39 (2012) no. 2, pp. 129-135. doi: 10.4064/am39-2-1

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