Gamma and generalized gamma distributions

Victor Hugo Jimenez Nava, University of Texas at El Paso

Abstract

We present the Generalized Gamma Distribution, study its properties and derive the estimators of the parameters. This distribution includes many standard forms, like: Gamma, Exponential, Weibull, Half Normal and others. Sum and ratios of independent generalized gamma lead to intractable forms. However approximation works well. In particular two-moment gamma and three moment normal approximations are shown to approximate the sum of k independent gamma as well as generalized gamma distributions.^

Subject Area

Statistics

Recommended Citation

Jimenez Nava, Victor Hugo, "Gamma and generalized gamma distributions" (2011). ETD Collection for University of Texas, El Paso. AAI1503731.
http://digitalcommons.utep.edu/dissertations/AAI1503731

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