Parameter estimation for the 3-parameter Gamma distribution usingthe continuation method |
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| Authors: | Hirose H |
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| Affiliation: | Dept. of Control & Sci., Kyushu Inst. of Technol., Fukuoka; |
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| Abstract: | This paper shows a maximum-likelihood (ML) parameter estimation algorithm for the 3-parameter Gamma distribution. The algorithm, a combination of the continuation method and the extended Gamma distribution model, can find the local ML estimates of the parameters without a careful selection of the starting point in the iterative process. This algorithm is more efficient than previous algorithms, and can find the multiple local ML estimates |
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