Stochastic comparisons of moment estimators of gamma distribution parameters
Tom 39 / 2012
Applicationes Mathematicae 39 (2012), 129-135
MSC: 60E15, 62E99, 62N05.
DOI: 10.4064/am39-2-1
Streszczenie
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.
