Gamma and generalized gamma distributions
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
Victor Hugo Jimenez Nava,
"Gamma and generalized gamma distributions"
(January 1, 2011).
ETD Collection for University of Texas, El Paso.
Paper AAI1503731.
http://digitalcommons.utep.edu/dissertations/AAI1503731
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