Recently the order preserving property of estimators has been intensively studied, e.g. by Gan and Balakrishnan and collaborators. In this paper we prove the stochastic monotonicity of moment estimators of gamma distribution parameters using the standard coupling method and majorization theory. We also give some properties of the moment estimator of the shape parameter and derive an approximate confidence interval for this parameter.
@article{bwmeta1.element.bwnjournal-article-doi-10_4064-am39-2-1,
author = {Piotr Nowak},
title = {Stochastic comparisons of moment estimators of gamma distribution parameters},
journal = {Applicationes Mathematicae},
volume = {39},
year = {2012},
pages = {129-135},
zbl = {06024865},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-am39-2-1}
}
Piotr Nowak. Stochastic comparisons of moment estimators of gamma distribution parameters. Applicationes Mathematicae, Tome 39 (2012) pp. 129-135. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-am39-2-1/