Gamma分布的一种近似方法

A Approximated Method To Gamma Distribution

统计学家Cox(1953)曾提出枢轴量2T(2)/θ近似于χ2(2r+1)分布,本文对2T(2)/θ进行近似,利用χ2(t)分布近似Γ(1,1/2α)分布,据此对指数分布的参数θ进行估计和检验,用实例验证结果的有效性.

It has been brought forward by Box(1953) that (2 T (2))/θ can be approximated by the distribution of χ2 (2r+1) ),using that the distribution of the Γ (1,1/2α) be approximated by the distribution of χ2 (t) , the approximation of 2T ( 2)/θ is investigated in this thesis, and so, the parameter θ of exponential distributions is estimated and tested, then an example is cited to illustrate the effectiveness of result.