摘要
指出Γ-分布形状参数α的修正极大似然估计αL的值可以用普赛函数ψ(·)的反函数来计算,证明了αL是α的强相合估计,而且渐近地服从正态分布.
In this paper, we discover that the modified maximum likelihood estimate αL of the shape parameter α for the gamma distributions may be calculated using the inverse function of the psi function ψ（·）. The strong consistency and asymptotic normality of α△ are also obtained.
出处
《湘南学院学报》
2009年第2期21-23,共3页
Journal of Xiangnan University
关键词
Γ-分布
形状参数
修正极大似然估计
强相合估计
gamma distribution
shape parameter
modified maximum likelihood estimate
strong consistency.
