Date of Award

2011-01-01

Degree Name

Master of Science

Department

Mathematical Sciences

Advisor(s)

Panagis Moschopoulos

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.

Language

en

Provenance

Received from ProQuest

File Size

93 pages

File Format

application/pdf

Rights Holder

Victor Hugo Jiménez Nava

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