A SIMPLE AND EFFICIENT METHOD FOR FITTING THE THREE-PARAMETER GAMMA DISTRIBUTION TO GIVEN DATA
Keywords:
search space, bounds, estimation, maximum likelihood, order statistics, three-parameter gamma model, Differential EvolutionDOI:
https://doi.org/10.17654/2277141722003Abstract
The aim in this paper consists in proposing a simple and efficient method for fitting the three-parameter Gamma model. To do this, adaptive bounds for the parameters were initially proposed. Then, an optimization method called Differential Evolution method is used to maximize the likelihood function of the model. Finally, a study of the Monte Carlo simulations made it possible to evaluate the performance of the proposed estimators.
Received: November 18, 2021
Accepted: December 23, 2021
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