Presentation 2019-07-26
On Parameter Estimation of Probability Distribution Related to Gamma Distribution
Takenori Sakumura,
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Abstract(in Japanese) (See Japanese page)
Abstract(in English) In this research, as the probability distribution related to the gamma distribution, the parameter estimation of the inverse gamma distribution and the inverse Nakagami m distribution is obtained in the closed form of the estimators which can not be obtained analytically by the conventional MLE, and also obtained their unbiased estimators. Simulation results show that the proposed unbiased estimator shows good performance as a result of comparing its performance under the square loss.
Keyword(in Japanese) (See Japanese page)
Keyword(in English) gamma distribution / inverse gamma distribution / inverse Nakagami--$m$ distribution / modified MLE / unbiased estimator
Paper # R2019-17
Date of Issue 2019-07-19 (R)

Conference Information
Committee R
Conference Date 2019/7/26(1days)
Place (in Japanese) (See Japanese page)
Place (in English) Ichinoseki Cultural Center
Topics (in Japanese) (See Japanese page)
Topics (in English) Reliability Theory, Communication Network Reliability, Reliability General
Chair Akira Asato(Fujitsu)
Vice Chair Tadashi Dohi(Hiroshima Univ.)
Secretary Tadashi Dohi(Hosei Univ.)
Assistant Hiroyuki Okamura(Hiroshima Univ.) / Shinji Yokogawa(Univ. of Electro-Comm.)

Paper Information
Registration To Technical Committee on Reliability
Language JPN
Title (in Japanese) (See Japanese page)
Sub Title (in Japanese) (See Japanese page)
Title (in English) On Parameter Estimation of Probability Distribution Related to Gamma Distribution
Sub Title (in English)
Keyword(1) gamma distribution
Keyword(2) inverse gamma distribution
Keyword(3) inverse Nakagami--$m$ distribution
Keyword(4) modified MLE
Keyword(5) unbiased estimator
1st Author's Name Takenori Sakumura
1st Author's Affiliation Hosei University(Hosei Univ.)
Date 2019-07-26
Paper # R2019-17
Volume (vol) vol.119
Number (no) R-150
Page pp.pp.19-24(R),
#Pages 6
Date of Issue 2019-07-19 (R)