Maximum Likelihood Estimation of the Parameters of the Gamma Distribution and Their Bias 论文

摘要

The numerical technique of the maximum likelihood method to estimate the parameters of Gamma distribution is examined. A convenient table is obtained to facilitate the maximum likelihood estimation of the parameters and the estimates of the variance-covariance matrix. The bias of the estimates is investigated numerically. The empirical result indicates that the bias of both parameter estimates produced by the maximum likelihood method is positive.