Parameters Estimation of the Gamma Distribution in the Presence of Outliers Generated from Gamma Distribution
نویسنده
چکیده
The maximum likelihood, moment and mixture of the estimators are derived for samples from the gamma distribution in the presence of outliers generated from gamma distribution. These estimators are compared empirically when all parameters are unknown; their bias and mean squares error are investigated with the help of numerical technique. We have shown that these estimators are asymptotically unbiased. At the end, we conclude that mixture estimators are better than the maximum likelihood and moment estimators.
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