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Parameter estimation of the generalized gamma distribution

Author

Listed:
  • Gomes, O.
  • Combes, C.
  • Dussauchoy, A.

Abstract

This article focuses on the parameter estimation of the generalized gamma distribution. Because of many difficulties described in the literature to estimate the parameters, we propose here a new estimation method. The algorithm associated to this heuristic method is implemented in Splus. We validate the resulting routine on the particular cases of the generalized gamma distribution.

Suggested Citation

  • Gomes, O. & Combes, C. & Dussauchoy, A., 2008. "Parameter estimation of the generalized gamma distribution," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(4), pages 955-963.
    • Handle: RePEc:eee:matcom:v:79:y:2008:i:4:p:955-963
    DOI: 10.1016/j.matcom.2008.02.006
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    Citations

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    Cited by:

    1. Combes, Catherine & Ng, Hon Keung Tony, 2022. "On parameter estimation for Amoroso family of distributions," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 191(C), pages 309-327.
    2. Volkan Soner Özsoy & Mehmet Güray Ünsal & H. Hasan Örkcü, 2020. "Use of the heuristic optimization in the parameter estimation of generalized gamma distribution: comparison of GA, DE, PSO and SA methods," Computational Statistics, Springer, vol. 35(4), pages 1895-1925, December.
    3. Eduardo Gutiérrez González & José Villaseñor Alva & Olga Panteleeva & Humberto Vaquera Huerta, 2013. "On testing the log-gamma distribution hypothesis by bootstrap," Computational Statistics, Springer, vol. 28(6), pages 2761-2776, December.
    4. Marques, Filipe J. & Loingeville, Florence, 2016. "Improved near-exact distributions for the product of independent Generalized Gamma random variables," Computational Statistics & Data Analysis, Elsevier, vol. 102(C), pages 55-66.
    5. Angela Noufaily & M. Jones, 2013. "On maximization of the likelihood for the generalized gamma distribution," Computational Statistics, Springer, vol. 28(2), pages 505-517, April.
    6. Cynthia Tojeiro & Francisco Louzada, 2012. "A general threshold stress hybrid hazard model for lifetime data," Statistical Papers, Springer, vol. 53(4), pages 833-848, November.
    7. Jordá, Vanesa & Alonso, José M., 2017. "New Estimates on Educational Attainment Using a Continuous Approach (1970–2010)," World Development, Elsevier, vol. 90(C), pages 281-293.
    8. Willams B. F. da Silva & Pedro M. Almeida‐Junior & Abraão D. C. Nascimento, 2023. "Generalized gamma ARMA process for synthetic aperture radar amplitude and intensity data," Environmetrics, John Wiley & Sons, Ltd., vol. 34(7), November.
    9. Yilmaz, Hulya & Sazak, Hakan S., 2014. "Double-looped maximum likelihood estimation for the parameters of the generalized gamma distribution," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 98(C), pages 18-30.

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