Gamma分布的特征函数及点估计 |
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引用本文: | 孙俊锁.Gamma分布的特征函数及点估计[J].辽宁科技大学学报,2001,24(2). |
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作者姓名: | 孙俊锁 |
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摘 要: | 利用特征函数及其性质,给出Gamma分布的数字特征的几个重要定理的证明.同时,讨论了Gamma分布的参数估计问题,在形状参数α已知的条件下,给出尺度参数λ的一个渐近有效估计,其效率.
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关 键 词: | Gamma分布 特征函数 数字特征 参数点估计 |
Characteristic Function of Gamma Distribution and Its Point Estimation |
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Abstract: | By the characteristic function and its properties, the fewimportant theorms about Gamma distribution' s numerical charateristics such as mean, variance and moment ect. are simply proved. In addition, the problem of parameter estimation are discussed, when the shape parameter a is known, the asymptotic effective estimation to the scale parameter λ is given as , and the efficiency en is provided by . |
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