Approximation to the Mean and Variance of Moments Method Estimate Due to Gamma Distribution

Authors

  • Akram M Al-Abood Department of Mathematics and Computer Applications, College of Science, Al-Nahrain University
  • Yamama N Mahmood Department of Mathematics and Computer Applications, College of Science, Al-Nahrain University

Keywords:

Gamma distribution, moments, moments method estimation, Taylor method, Ratio approximation, monte-carlo simulation

Abstract

In this paper, we shall consider the approximation to the mean and variance of moments method estimators due to gamma distribution by using Taylor series expansion approach. This approach showed that the estimators are asymptotically unbiased with mean square error approach zero as the sample size approach infinity. The theoretical approach assessed practically by using monte-carlo simulation.

 

Author Biography

  • Yamama N Mahmood, Department of Mathematics and Computer Applications, College of Science, Al-Nahrain University



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Published

2018-06-24

Issue

Vol. 18 No. 1 (2015): March

Section

Articles

How to Cite

[1]
“Approximation to the Mean and Variance of Moments Method Estimate Due to Gamma Distribution”, ANJS, vol. 18, no. 1, pp. 156–161, Jun. 2018, Accessed: Apr. 25, 2024. [Online]. Available: https://anjs.edu.iq/index.php/anjs/article/view/366