Exact confidence region for the parameters of the gamma distribution based on two independent samples
Article
Chen, Z, Mi, J. (2005). Exact confidence region for the parameters of the gamma distribution based on two independent samples
. STATISTICS, 39(6), 519-527. 10.1080/02331880500309993
Chen, Z, Mi, J. (2005). Exact confidence region for the parameters of the gamma distribution based on two independent samples
. STATISTICS, 39(6), 519-527. 10.1080/02331880500309993
The gamma distribution has been discussed by many authors. This article proposes an exact confidence region for the parameters of a two-parameter gamma distribution. The result is based on the fact that the percentiles of the F -distribution, with equal degrees of freedom k , are monotonic in k .