Tagged Questions

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Likelihood ratio test for a random variable following the Gamma Distribution

Assuming we have a random variable $X\sim \operatorname{Gamma}\left(\alpha,\beta \right )$:$\frac{1}{\Gamma (\alpha )\beta ^{\alpha}}x^{\alpha-1}e^{\frac{-x}{\beta }}$ I'd like to test the ...
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MLE for Gamma Shifted Distribution

I need to fit a gamma distribution that is shifted to the left and truncated at zero (so that for example, my data may only come from the right tail of the full distribution, and I don't have any ...
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418 views

Gamma distribution and Cramér-Rao bound

There are two definitions of the GAMMA distribution: I did the ML estimation, generated the Fisher Information, compared it to the Variance and the Cramer Lower Bound was reached, so the estimator ...