Closed-Form Estimators for the Gamma Distribution Derived From Likelihood Equations

@article{Ye2017ClosedFormEF,
  title={Closed-Form Estimators for the Gamma Distribution Derived From Likelihood Equations},
  author={Zhisheng Ye and Nan Chen},
  journal={The American Statistician},
  year={2017},
  volume={71},
  pages={177 - 181}
}
  • Z. YeNan Chen
  • Published 3 April 2017
  • Mathematics
  • The American Statistician
ABSTRACT It is well-known that maximum likelihood (ML) estimators of the two parameters in a gamma distribution do not have closed forms. This poses difficulties in some applications such as real-time signal processing using low-grade processors. The gamma distribution is a special case of a generalized gamma distribution. Surprisingly, two out of the three likelihood equations of the generalized gamma distribution can be used as estimating equations for the gamma distribution, based on which… 

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