Abstract

In this paper exact confidence intervals (CIs) for the shape parameter of the gamma distribution are constructed using the method of Bølviken and Skovlund [Confidence intervals from Monte Carlo tests. J Amer Statist Assoc. 1996;91:1071–1078]. The CIs which are based on the maximum likelihood estimator or the moment estimator are compared to bootstrap CIs via a simulation study.

Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call